+672.8%
TSEM vs VSXY
+37.5%
+635.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.2% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -18.7% | -18.7% | -0.1% | -16.4% |
| 3M | -18.1% | -4.0% | -14.2% | -18.1% |
| 6M | +77.1% | +67.5% | +9.6% | +61.7% |
| YTD | +80.1% | +39.7% | +40.5% | +67.8% |
| 1Y | +220.4% | +180.0% | +40.4% | +171.2% |
| 3Y | +650.1% | +337.3% | +312.8% | +487.1% |
| 5Y | +628.9% | +22.7% | +606.2% | +508.8% |
| All | +672.8% | +37.5% | +635.3% | +529.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling