+347.0%
TSEM vs VNQ
+387.0%
-40.0%
-97.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.4% | -1.1% |
| 7D | +4.7% | -0.9% | +5.6% | +5.1% |
| 30D | -14.2% | -2.2% | -12.0% | -13.5% |
| 3M | -5.0% | -1.9% | -3.1% | -4.9% |
| 6M | +87.6% | +3.2% | +84.3% | +84.0% |
| YTD | +84.4% | +9.4% | +75.0% | +76.7% |
| 1Y | +235.4% | +7.5% | +227.9% | +223.2% |
| 3Y | +668.0% | +31.1% | +636.9% | +584.5% |
| 5Y | +644.7% | +6.6% | +638.2% | +612.1% |
| 10Y | +1,326.7% | +63.9% | +1,262.7% | +1,050.9% |
| All | +347.0% | +387.0% | -40.0% | +171.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling