+4.2%
TSEM vs VTRS
+157.3%
-153.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.8% |
| 7D | +0.9% | -3.3% | +4.2% | +1.7% |
| 30D | -16.6% | +1.4% | -18.0% | -16.9% |
| 3M | -10.9% | +4.6% | -15.6% | -12.3% |
| 6M | +78.0% | +18.1% | +60.0% | +69.7% |
| YTD | +77.2% | +34.7% | +42.5% | +63.7% |
| 1Y | +207.6% | +65.6% | +141.9% | +170.4% |
| 3Y | +637.8% | +83.8% | +554.1% | +521.6% |
| 5Y | +617.0% | +46.5% | +570.5% | +519.3% |
| 10Y | +1,270.7% | -48.6% | +1,319.3% | +1,310.4% |
| All | +4.2% | +157.3% | -153.1% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling