+80.5%
TSEM vs VSH
+62.1%
+18.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -5.1% | -3.7% | -5.0% |
| 7D | -23.1% | -13.6% | -9.5% | -13.9% |
| 30D | -40.4% | -30.4% | -10.0% | -21.9% |
| 3M | -37.9% | -33.3% | -4.6% | -16.7% |
| 6M | -30.8% | -15.1% | -15.7% | -22.3% |
| YTD | +26.7% | +80.2% | -53.5% | -12.9% |
| 1Y | +80.5% | +63.4% | +17.1% | +32.6% |
| All | +80.5% | +62.1% | +18.4% | +32.6% |
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