+80.5%
TSEM vs VTRS
+90.6%
-10.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.6% | -10.3% | -9.0% |
| 7D | -23.1% | +2.4% | -25.5% | -23.4% |
| 30D | -40.4% | +9.1% | -49.5% | -41.3% |
| 3M | -37.9% | +9.4% | -47.3% | -39.1% |
| 6M | -30.8% | +28.3% | -59.1% | -36.4% |
| YTD | +26.7% | +58.0% | -31.3% | +8.3% |
| 1Y | +80.5% | +89.7% | -9.2% | +42.4% |
| All | +80.5% | +90.6% | -10.2% | +42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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