+786.5%
TSEM vs VMC
+125.2%
+661.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.4% | -6.7% |
| 7D | +7.0% | -1.3% | +8.2% | +7.5% |
| 30D | -29.8% | +15.5% | -45.2% | -33.8% |
| 3M | -41.9% | +0.6% | -42.5% | -42.3% |
| 6M | -45.8% | +2.1% | -47.8% | -47.0% |
| YTD | +25.1% | -1.6% | +26.7% | +23.6% |
| 1Y | +48.2% | -1.2% | +49.4% | +46.3% |
| 3Y | +476.5% | +35.3% | +441.2% | +402.7% |
| 5Y | +301.4% | +43.6% | +257.8% | +236.2% |
| All | +786.5% | +125.2% | +661.3% | +495.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling