+621.7%
TSEM vs VTRS
+47.1%
+574.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | -4.9% | -2.2% | -2.7% | -4.4% |
| 30D | -18.7% | +3.3% | -22.1% | -19.2% |
| 3M | -18.1% | +2.0% | -20.1% | -18.9% |
| 6M | +77.1% | +19.9% | +57.2% | +68.1% |
| YTD | +80.1% | +35.7% | +44.4% | +66.8% |
| 1Y | +220.4% | +68.1% | +152.3% | +183.3% |
| 3Y | +650.1% | +87.1% | +563.0% | +534.2% |
| All | +621.7% | +47.1% | +574.6% | +539.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling