+80.5%
TSEM vs VLTO
+18.3%
+62.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.6% | -9.3% | -8.3% |
| 7D | -23.1% | +13.8% | -36.9% | -14.3% |
| 30D | -40.4% | +21.2% | -61.6% | -30.7% |
| 3M | -37.9% | +21.5% | -59.4% | -27.4% |
| 6M | -30.8% | +33.0% | -63.8% | -15.1% |
| YTD | +26.7% | +17.8% | +8.9% | +60.9% |
| 1Y | +80.5% | +18.1% | +62.4% | +129.5% |
| All | +80.5% | +18.3% | +62.2% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling