+1,259.9%
TSEM vs VSH
+179.3%
+1,080.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.0% | -3.4% |
| 7D | +0.9% | +3.1% | -2.2% | -0.6% |
| 30D | -16.6% | -5.7% | -10.9% | -13.6% |
| 3M | -10.9% | -42.5% | +31.6% | +20.3% |
| 6M | +78.0% | +82.7% | -4.7% | +31.9% |
| YTD | +77.2% | +118.2% | -41.0% | +19.7% |
| 1Y | +207.6% | +109.7% | +97.9% | +110.5% |
| 3Y | +637.8% | +35.3% | +602.5% | +494.1% |
| 5Y | +617.0% | +65.6% | +551.4% | +394.1% |
| All | +1,259.9% | +179.3% | +1,080.7% | +520.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling