+253.1%
TSEM vs VSH
+118.1%
+135.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +4.4% | +3.4% | +4.8% |
| 7D | +6.9% | +4.1% | +2.8% | +4.1% |
| 30D | +5.3% | -4.2% | +9.5% | +8.8% |
| 3M | -14.9% | -50.0% | +35.1% | +32.6% |
| 6M | +80.0% | +80.2% | -0.2% | +26.4% |
| YTD | +89.4% | +121.1% | -31.7% | +20.4% |
| 1Y | +253.1% | +112.0% | +141.1% | +127.8% |
| All | +253.1% | +118.1% | +135.0% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 1y: compounded portfolio wealth divided by compounded VSH 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…
1y analysis · Full analysis span regression · 6 months rolling