+1,326.7%
TSEM vs VO
+193.0%
+1,133.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -0.6% |
| 7D | +4.7% | -0.6% | +5.3% | +5.4% |
| 30D | -14.2% | -1.9% | -12.3% | -12.3% |
| 3M | -5.0% | +3.3% | -8.3% | -7.5% |
| 6M | +87.6% | +9.7% | +77.9% | +73.4% |
| YTD | +84.4% | +12.6% | +71.8% | +66.0% |
| 1Y | +235.4% | +13.6% | +221.8% | +200.7% |
| 3Y | +668.0% | +56.8% | +611.2% | +415.9% |
| 5Y | +644.7% | +42.3% | +602.5% | +441.1% |
| 10Y | +1,326.7% | +199.2% | +1,127.5% | +375.3% |
| All | +1,326.7% | +193.0% | +1,133.7% | +375.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling