+1,603.8%
TSEM vs VT
+374.2%
+1,229.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | 0.0% | +7.9% | +7.9% |
| 7D | +6.9% | +0.4% | +6.4% | +6.4% |
| 30D | +5.3% | +1.0% | +4.3% | +4.5% |
| 3M | -14.9% | +2.4% | -17.3% | -15.7% |
| 6M | +80.0% | +12.0% | +68.0% | +64.6% |
| YTD | +89.4% | +15.3% | +74.0% | +68.3% |
| 1Y | +253.1% | +22.6% | +230.5% | +197.9% |
| 3Y | +642.1% | +74.7% | +567.5% | +357.2% |
| 5Y | +659.1% | +66.1% | +593.0% | +384.2% |
| 10Y | +1,291.4% | +225.0% | +1,066.4% | +398.1% |
| All | +1,603.8% | +374.2% | +1,229.6% | +457.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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