+644.7%
TSEM vs VSH
+67.3%
+577.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.9% |
| 7D | +4.7% | +3.5% | +1.2% | +2.9% |
| 30D | -14.2% | -4.4% | -9.9% | -11.9% |
| 3M | -5.0% | -45.8% | +40.8% | +30.1% |
| 6M | +87.6% | +90.1% | -2.6% | +42.0% |
| YTD | +84.4% | +120.3% | -35.9% | +30.8% |
| 1Y | +235.4% | +112.2% | +123.2% | +140.4% |
| 3Y | +668.0% | +36.6% | +631.4% | +521.2% |
| 5Y | +644.7% | +67.0% | +577.7% | +445.0% |
| All | +644.7% | +67.3% | +577.5% | +445.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling