+617.0%
TSEM vs VSXY
+15.5%
+601.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.8% | -3.4% |
| 7D | +0.9% | -0.3% | +1.3% | +1.0% |
| 30D | -16.6% | -22.1% | +5.4% | -13.5% |
| 3M | -10.9% | -1.1% | -9.8% | -11.2% |
| 6M | +78.0% | +53.8% | +24.2% | +63.7% |
| YTD | +77.2% | +35.5% | +41.7% | +65.1% |
| 1Y | +207.6% | +186.0% | +21.6% | +157.0% |
| 3Y | +637.8% | +343.2% | +294.7% | +468.2% |
| 5Y | +617.0% | +19.0% | +598.0% | +538.3% |
| All | +617.0% | +15.5% | +601.4% | +538.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling