+641.1%
TSEM vs VIG
+655.7%
-14.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +20.5% | +3.1% | +17.4% | +16.9% |
| 30D | -29.0% | +5.0% | -34.0% | -32.5% |
| 3M | -39.4% | +2.7% | -42.0% | -40.9% |
| 6M | -28.5% | +11.0% | -39.5% | -35.8% |
| YTD | +34.4% | +16.0% | +18.5% | +15.9% |
| 1Y | +48.3% | +16.3% | +32.1% | +28.0% |
| 3Y | +543.5% | +66.8% | +476.7% | +291.2% |
| 5Y | +331.4% | +64.8% | +266.7% | +161.1% |
| 10Y | +881.1% | +263.6% | +617.5% | +166.1% |
| All | +641.1% | +655.7% | -14.6% | -2.4% |
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