+589.6%
TSEM vs VIG
+655.8%
-66.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -7.0% | -7.0% |
| 7D | +7.0% | +3.5% | +3.5% | +3.3% |
| 30D | -29.8% | +4.9% | -34.7% | -33.2% |
| 3M | -41.9% | +2.5% | -44.4% | -43.3% |
| 6M | -45.8% | +11.0% | -56.8% | -51.3% |
| YTD | +25.1% | +16.0% | +9.1% | +7.9% |
| 1Y | +48.2% | +17.5% | +30.7% | +26.3% |
| 3Y | +476.5% | +67.0% | +409.5% | +250.1% |
| 5Y | +301.4% | +64.8% | +236.7% | +142.9% |
| 10Y | +812.9% | +263.6% | +549.3% | +147.6% |
| All | +589.6% | +655.8% | -66.2% | -9.2% |
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