+519.5%
TSEM vs VSH
+37.0%
+482.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | +2.3% |
| 7D | +20.5% | +26.2% | -5.7% | +4.1% |
| 30D | -29.0% | -12.5% | -16.5% | -22.7% |
| 3M | -39.4% | -16.9% | -22.5% | -31.9% |
| 6M | -28.5% | -17.0% | -11.5% | -19.0% |
| YTD | +34.4% | +93.8% | -59.4% | -0.8% |
| 1Y | +48.3% | +99.3% | -51.0% | +8.1% |
| All | +519.5% | +37.0% | +482.5% | +398.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling