+41.9%
TSEM vs VO
+825.6%
-783.7%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | 0.0% | -7.0% | -7.0% |
| 7D | +7.0% | +3.1% | +3.9% | +4.1% |
| 30D | -29.8% | +2.2% | -32.0% | -30.8% |
| 3M | -41.9% | -2.5% | -39.4% | -39.9% |
| 6M | -45.8% | +7.0% | -52.7% | -48.1% |
| YTD | +25.1% | +14.0% | +11.1% | +13.5% |
| 1Y | +48.2% | +15.6% | +32.6% | +33.0% |
| 3Y | +476.5% | +66.2% | +410.3% | +280.7% |
| 5Y | +301.4% | +36.6% | +264.8% | +208.7% |
| 10Y | +812.9% | +199.0% | +614.0% | +252.2% |
| All | +41.9% | +825.6% | -783.7% | -79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling