+80.5%
TSEM vs VNQ
+14.0%
+66.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +3.2% | -11.9% | -6.7% |
| 7D | -23.1% | +6.8% | -29.9% | -20.0% |
| 30D | -40.4% | +10.0% | -50.3% | -37.3% |
| 3M | -37.9% | 0.0% | -37.8% | -36.7% |
| 6M | -30.8% | +4.5% | -35.3% | -30.4% |
| YTD | +26.7% | +13.9% | +12.8% | +23.2% |
| 1Y | +80.5% | +14.1% | +66.4% | +75.7% |
| All | +80.5% | +14.0% | +66.5% | +75.7% |
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