+932.0%
TSEM vs VIG
+617.8%
+314.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.3% |
| 7D | +10.4% | -0.4% | +10.8% | +10.9% |
| 30D | -12.9% | -2.1% | -10.9% | -11.0% |
| 3M | -9.2% | +3.3% | -12.5% | -12.4% |
| 6M | +98.8% | +9.3% | +89.5% | +81.9% |
| YTD | +87.2% | +10.1% | +77.1% | +70.1% |
| 1Y | +239.0% | +14.7% | +224.2% | +196.8% |
| 3Y | +679.5% | +56.9% | +622.6% | +404.3% |
| 5Y | +667.3% | +62.9% | +604.3% | +369.4% |
| 10Y | +1,301.0% | +241.3% | +1,059.7% | +305.4% |
| All | +932.0% | +617.8% | +314.2% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling