+11.3%
TSEM vs VMC
+2,312.9%
-2,301.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.9% | +6.9% | +7.6% |
| 7D | +6.9% | -4.3% | +11.2% | +8.4% |
| 30D | +5.3% | -8.2% | +13.6% | +8.2% |
| 3M | -14.9% | -7.0% | -7.9% | -13.5% |
| 6M | +80.0% | -10.8% | +90.8% | +85.3% |
| YTD | +89.4% | -7.4% | +96.7% | +92.1% |
| 1Y | +253.1% | -9.5% | +262.6% | +261.0% |
| 3Y | +642.1% | +20.5% | +621.7% | +588.8% |
| 5Y | +659.1% | +51.6% | +607.5% | +545.8% |
| 10Y | +1,291.4% | +150.0% | +1,141.3% | +865.6% |
| All | +11.3% | +2,312.9% | -2,301.6% | -57.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling