+667.3%
TSEM vs VO
+43.2%
+624.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.5% |
| 7D | +10.4% | +0.6% | +9.8% | +9.7% |
| 30D | -12.9% | -1.1% | -11.9% | -11.8% |
| 3M | -9.2% | +4.5% | -13.7% | -12.6% |
| 6M | +98.8% | +11.1% | +87.7% | +81.9% |
| YTD | +87.2% | +13.5% | +73.7% | +67.9% |
| 1Y | +239.0% | +14.5% | +224.5% | +203.1% |
| 3Y | +679.5% | +58.1% | +621.4% | +459.6% |
| 5Y | +667.3% | +43.3% | +624.0% | +538.5% |
| All | +667.3% | +43.2% | +624.1% | +538.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling