+644.7%
TSEM vs VMC
+48.3%
+596.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.8% | -0.2% |
| 7D | +4.7% | -5.3% | +10.0% | +6.9% |
| 30D | -14.2% | -12.3% | -2.0% | -9.9% |
| 3M | -5.0% | -10.3% | +5.2% | -2.0% |
| 6M | +87.6% | -8.6% | +96.1% | +91.6% |
| YTD | +84.4% | -11.9% | +96.3% | +90.7% |
| 1Y | +235.4% | -13.9% | +249.3% | +250.1% |
| 3Y | +668.0% | +18.2% | +649.8% | +603.6% |
| 5Y | +644.7% | +47.7% | +597.0% | +530.6% |
| All | +644.7% | +48.3% | +596.5% | +530.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling