+1,746.3%
TSEM vs VTEB
+26.0%
+1,720.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.2% |
| 7D | +4.7% | -0.7% | +5.4% | +5.1% |
| 30D | -14.2% | -2.1% | -12.2% | -13.3% |
| 3M | -5.0% | -2.7% | -2.4% | -3.6% |
| 6M | +87.6% | -2.1% | +89.7% | +89.8% |
| YTD | +84.4% | -1.1% | +85.6% | +85.7% |
| 1Y | +235.4% | +1.3% | +234.1% | +233.4% |
| 3Y | +668.0% | +9.0% | +659.0% | +628.7% |
| 5Y | +644.7% | +1.5% | +643.2% | +636.2% |
| 10Y | +1,326.7% | +18.5% | +1,308.2% | +1,442.4% |
| All | +1,746.3% | +26.0% | +1,720.3% | +2,806.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling