+471.3%
TSEM vs VLTO
+69.5%
+401.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.5% | +4.4% | +4.8% |
| 7D | -17.5% | +5.4% | -22.9% | -17.7% |
| 30D | -44.7% | +22.3% | -67.0% | -45.8% |
| 3M | -38.9% | +19.6% | -58.5% | -39.9% |
| 6M | -36.7% | +35.2% | -71.8% | -40.9% |
| YTD | +17.0% | +17.9% | -0.9% | +17.2% |
| 1Y | +62.8% | +19.5% | +43.3% | +61.2% |
| 3Y | +471.3% | +73.9% | +397.4% | +384.8% |
| All | +471.3% | +69.5% | +401.8% | +384.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling