+703.1%
TSEM vs VSXY
+42.7%
+660.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.9% | -5.0% | -1.7% |
| 7D | +10.4% | -6.8% | +17.2% | +11.4% |
| 30D | -12.9% | -20.4% | +7.4% | -10.2% |
| 3M | -9.2% | +2.9% | -12.1% | -10.0% |
| 6M | +98.8% | +67.9% | +30.8% | +81.3% |
| YTD | +87.2% | +44.9% | +42.3% | +73.4% |
| 1Y | +239.0% | +205.9% | +33.0% | +183.4% |
| 3Y | +679.5% | +373.9% | +305.7% | +504.7% |
| 5Y | +667.3% | +23.5% | +643.8% | +537.9% |
| All | +703.1% | +42.7% | +660.5% | +550.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling