+207.6%
TSEM vs VSH
+108.3%
+99.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.7% | -3.0% |
| 7D | +0.9% | +2.8% | -1.8% | -0.8% |
| 30D | -16.6% | -6.0% | -10.6% | -12.6% |
| 3M | -10.9% | -42.6% | +31.7% | +28.5% |
| 6M | +78.0% | +82.1% | -4.1% | +24.2% |
| YTD | +77.2% | +117.5% | -40.3% | +13.4% |
| 1Y | +207.6% | +109.0% | +98.6% | +98.8% |
| All | +207.6% | +108.3% | +99.2% | +98.8% |
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