+253.1%
TSEM vs VMC
-8.5%
+261.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.9% | +6.9% | +7.6% |
| 7D | +6.9% | -4.3% | +11.2% | +8.3% |
| 30D | +5.3% | -8.2% | +13.5% | +7.9% |
| 3M | -14.9% | -7.0% | -7.9% | -14.2% |
| 6M | +80.0% | -10.8% | +90.8% | +85.7% |
| YTD | +89.4% | -7.4% | +96.7% | +86.5% |
| 1Y | +253.1% | -9.5% | +262.6% | +254.4% |
| All | +253.1% | -8.5% | +261.6% | +254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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