+80.5%
TSEM vs VTR
+22.5%
+58.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.5% | -11.2% | -7.2% |
| 7D | -23.1% | +10.0% | -33.1% | -18.3% |
| 30D | -40.4% | +9.6% | -50.0% | -36.8% |
| 3M | -37.9% | -1.2% | -36.7% | -36.4% |
| 6M | -30.8% | +2.8% | -33.6% | -25.8% |
| YTD | +26.7% | +17.4% | +9.3% | +26.4% |
| 1Y | +80.5% | +22.0% | +58.5% | +90.6% |
| All | +80.5% | +22.5% | +58.0% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 1y: compounded portfolio wealth divided by compounded VTR 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…
1y analysis · Full analysis span regression · 6 months rolling