+253.1%
TSEM vs VNQ
+9.6%
+243.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.7% | +8.5% | +7.6% |
| 7D | +6.9% | -1.3% | +8.1% | +6.4% |
| 30D | +5.3% | -2.9% | +8.2% | +4.1% |
| 3M | -14.9% | +0.8% | -15.7% | -16.1% |
| 6M | +80.0% | +2.5% | +77.6% | +72.3% |
| YTD | +89.4% | +10.6% | +78.7% | +83.8% |
| 1Y | +253.1% | +9.1% | +244.0% | +236.8% |
| All | +253.1% | +9.6% | +243.5% | +236.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 1y: compounded portfolio wealth divided by compounded VNQ 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…
1y analysis · Full analysis span regression · 6 months rolling