+668.0%
TSEM vs VIG
+55.4%
+612.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -0.5% |
| 7D | +4.7% | -1.2% | +5.9% | +6.8% |
| 30D | -14.2% | -2.8% | -11.4% | -9.9% |
| 3M | -5.0% | +2.5% | -7.5% | -9.4% |
| 6M | +87.6% | +8.1% | +79.5% | +64.2% |
| YTD | +84.4% | +9.6% | +74.9% | +58.0% |
| 1Y | +235.4% | +14.2% | +221.2% | +170.9% |
| All | +668.0% | +55.4% | +612.6% | +320.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling