+11.3%
TSEM vs VSH
+403.6%
-392.3%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +4.4% | +3.4% | +6.1% |
| 7D | +6.9% | +4.1% | +2.8% | +5.3% |
| 30D | +5.3% | -4.2% | +9.5% | +7.5% |
| 3M | -14.9% | -50.0% | +35.1% | +12.8% |
| 6M | +80.0% | +80.2% | -0.1% | +44.9% |
| YTD | +89.4% | +121.1% | -31.7% | +40.6% |
| 1Y | +253.1% | +112.0% | +141.1% | +165.3% |
| 3Y | +642.1% | +22.5% | +619.6% | +561.8% |
| 5Y | +659.1% | +64.0% | +595.1% | +489.7% |
| 10Y | +1,291.4% | +170.4% | +1,121.0% | +772.9% |
| All | +11.3% | +403.6% | -392.3% | -63.6% |
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