+523.5%
TSEM vs VMC
+37.8%
+485.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.0% | +8.7% | +8.0% |
| 7D | +6.8% | -4.3% | +11.1% | +8.6% |
| 30D | -26.6% | +16.2% | -42.8% | -31.1% |
| 3M | -36.3% | -0.8% | -35.5% | -36.3% |
| 6M | -30.6% | +1.2% | -31.8% | -32.1% |
| YTD | +35.3% | +0.5% | +34.8% | +32.1% |
| 1Y | +59.2% | -2.9% | +62.1% | +58.3% |
| All | +523.5% | +37.8% | +485.8% | +422.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling