-26.5%
TSEM vs VSH
+322.9%
-349.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.2% | -2.7% | -5.2% |
| 7D | +7.0% | +14.3% | -7.4% | +1.4% |
| 30D | -29.8% | -7.9% | -21.9% | -26.8% |
| 3M | -41.9% | -19.9% | -22.1% | -35.8% |
| 6M | -45.8% | -30.5% | -15.2% | -36.4% |
| YTD | +25.1% | +85.7% | -60.6% | +0.5% |
| 1Y | +48.2% | +98.9% | -50.7% | +16.1% |
| 3Y | +476.5% | +32.1% | +444.4% | +407.6% |
| 5Y | +301.4% | +39.7% | +261.8% | +235.9% |
| 10Y | +812.9% | +117.6% | +695.3% | +529.7% |
| All | -26.5% | +322.9% | -349.4% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling