+14.1%
TSEM vs VTR
+1,492.6%
-1,478.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +10.4% | -2.4% | +12.8% | +10.8% |
| 30D | -12.9% | -3.7% | -9.2% | -12.5% |
| 3M | -9.2% | +13.5% | -22.7% | -11.1% |
| 6M | +98.8% | +7.2% | +91.6% | +95.9% |
| YTD | +87.2% | +17.6% | +69.6% | +82.2% |
| 1Y | +239.0% | +35.4% | +203.6% | +223.4% |
| 3Y | +679.5% | +132.8% | +546.7% | +587.0% |
| 5Y | +667.3% | +88.7% | +578.6% | +589.8% |
| 10Y | +1,301.0% | +87.6% | +1,213.4% | +1,099.0% |
| All | +14.1% | +1,492.6% | -1,478.5% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling