+207.6%
TSEM vs VIG
+12.7%
+194.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.5% | -2.8% |
| 7D | +0.9% | -2.2% | +3.2% | +6.4% |
| 30D | -16.6% | -3.2% | -13.4% | -10.0% |
| 3M | -10.9% | +3.0% | -13.9% | -18.4% |
| 6M | +78.0% | +8.1% | +69.9% | +44.4% |
| YTD | +77.2% | +9.1% | +68.1% | +39.2% |
| 1Y | +207.6% | +12.6% | +195.0% | +129.8% |
| All | +207.6% | +12.7% | +194.8% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling