+644.7%
TSEM vs VIG
+62.2%
+582.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -0.9% |
| 7D | +4.7% | -1.2% | +5.9% | +6.1% |
| 30D | -14.2% | -2.8% | -11.4% | -11.4% |
| 3M | -5.0% | +2.5% | -7.5% | -7.8% |
| 6M | +87.6% | +8.1% | +79.5% | +72.3% |
| YTD | +84.4% | +9.6% | +74.9% | +67.2% |
| 1Y | +235.4% | +14.2% | +221.2% | +192.9% |
| 3Y | +668.0% | +56.1% | +611.9% | +425.8% |
| 5Y | +644.7% | +62.8% | +581.9% | +415.5% |
| All | +644.7% | +62.2% | +582.5% | +415.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling