+679.5%
TSEM vs VO
+57.7%
+621.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.2% |
| 7D | +10.4% | +0.6% | +9.8% | +9.2% |
| 30D | -12.9% | -1.1% | -11.9% | -11.1% |
| 3M | -9.2% | +4.5% | -13.7% | -14.6% |
| 6M | +98.8% | +11.1% | +87.7% | +72.4% |
| YTD | +87.2% | +13.5% | +73.7% | +57.0% |
| 1Y | +239.0% | +14.5% | +224.5% | +182.5% |
| 3Y | +679.5% | +58.1% | +621.4% | +373.7% |
| All | +679.5% | +57.7% | +621.8% | +373.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling