+650.1%
TSEM vs VTEB
+8.6%
+641.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | -4.9% | -0.9% | -3.9% | -4.6% |
| 30D | -18.7% | -2.5% | -16.2% | -18.2% |
| 3M | -18.1% | -3.0% | -15.2% | -17.4% |
| 6M | +77.1% | -2.1% | +79.2% | +78.0% |
| YTD | +80.1% | -1.5% | +81.6% | +81.1% |
| 1Y | +220.4% | +0.2% | +220.2% | +222.2% |
| 3Y | +650.1% | +8.6% | +641.5% | +564.7% |
| All | +650.1% | +8.6% | +641.5% | +564.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling