+80.0%
TSEM vs VO
+9.3%
+70.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.2% | +8.1% | +8.6% |
| 7D | +6.9% | -0.3% | +7.2% | +7.8% |
| 30D | +5.3% | -0.3% | +5.6% | +7.1% |
| 3M | -14.9% | +2.9% | -17.9% | -21.2% |
| 6M | +80.0% | +9.3% | +70.7% | +43.9% |
| All | +80.0% | +9.3% | +70.8% | +43.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling