+650.1%
TSEM vs VTRS
+84.5%
+565.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -4.9% | -2.2% | -2.7% | -4.3% |
| 30D | -18.7% | +3.3% | -22.1% | -19.3% |
| 3M | -18.1% | +2.0% | -20.1% | -19.1% |
| 6M | +77.1% | +19.9% | +57.2% | +65.3% |
| YTD | +80.1% | +35.7% | +44.4% | +62.9% |
| 1Y | +220.4% | +68.1% | +152.3% | +172.7% |
| 3Y | +650.1% | +87.1% | +563.0% | +479.7% |
| All | +650.1% | +84.5% | +565.6% | +479.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling