+679.5%
TSEM vs VMC
+21.4%
+658.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | +10.4% | -0.5% | +11.0% | +10.7% |
| 30D | -12.9% | -9.1% | -3.8% | -9.6% |
| 3M | -9.2% | -4.1% | -5.0% | -9.0% |
| 6M | +98.8% | -5.5% | +104.3% | +100.1% |
| YTD | +87.2% | -8.9% | +96.1% | +90.6% |
| 1Y | +239.0% | -12.9% | +251.9% | +252.6% |
| All | +679.5% | +21.4% | +658.1% | +593.4% |
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 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