+650.1%
TSEM vs VNQ
+30.7%
+619.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +0.9% | +1.3% |
| 7D | -4.9% | -1.3% | -3.6% | -4.3% |
| 30D | -18.7% | -2.6% | -16.2% | -17.9% |
| 3M | -18.1% | -2.0% | -16.1% | -18.2% |
| 6M | +77.1% | +4.3% | +72.8% | +69.8% |
| YTD | +80.1% | +9.2% | +70.9% | +67.8% |
| 1Y | +220.4% | +5.6% | +214.8% | +204.4% |
| 3Y | +650.1% | +30.8% | +619.2% | +520.2% |
| All | +650.1% | +30.7% | +619.4% | +520.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling