+1,282.5%
TSEM vs VTEB
+17.9%
+1,264.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.4% |
| 7D | -4.9% | -0.9% | -3.9% | -4.2% |
| 30D | -18.7% | -2.5% | -16.2% | -17.3% |
| 3M | -18.1% | -3.0% | -15.2% | -16.4% |
| 6M | +77.1% | -2.1% | +79.2% | +79.7% |
| YTD | +80.1% | -1.5% | +81.6% | +82.1% |
| 1Y | +220.4% | +0.2% | +220.2% | +220.5% |
| 3Y | +650.1% | +8.6% | +641.5% | +605.0% |
| 5Y | +628.9% | +1.2% | +627.7% | +621.9% |
| All | +1,282.5% | +17.9% | +1,264.6% | +1,288.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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