+114.8%
TSEM vs VO
+827.2%
-712.4%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -0.2% | +8.1% | +8.0% |
| 7D | +6.9% | -0.3% | +7.2% | +7.2% |
| 30D | +5.3% | -0.3% | +5.6% | +5.9% |
| 3M | -14.9% | +2.9% | -17.9% | -16.5% |
| 6M | +80.0% | +9.3% | +70.7% | +68.4% |
| YTD | +89.4% | +14.2% | +75.2% | +69.9% |
| 1Y | +253.1% | +15.3% | +237.8% | +215.7% |
| 3Y | +642.1% | +56.2% | +585.9% | +413.1% |
| 5Y | +659.1% | +42.4% | +616.7% | +457.1% |
| 10Y | +1,291.4% | +194.7% | +1,096.6% | +438.6% |
| All | +114.8% | +827.2% | -712.4% | -69.3% |
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 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