+514.1%
TSEM vs VLTO
+56.4%
+457.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.6% | -7.6% | -7.0% |
| 7D | +7.0% | +1.0% | +6.0% | +6.9% |
| 30D | -29.8% | +17.5% | -47.2% | -31.0% |
| 3M | -41.9% | +21.4% | -63.3% | -43.3% |
| 6M | -45.8% | +38.1% | -83.9% | -50.1% |
| YTD | +25.1% | +19.0% | +6.1% | +23.9% |
| 1Y | +48.2% | +20.7% | +27.6% | +45.3% |
| 3Y | +476.5% | +64.3% | +412.2% | +387.1% |
| All | +514.1% | +56.4% | +457.7% | +431.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling