+253.1%
TSEM vs VWO
+23.1%
+230.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.7% | +7.1% | +6.3% |
| 7D | +6.9% | +1.1% | +5.8% | +4.6% |
| 30D | +5.3% | +2.4% | +2.9% | +0.6% |
| 3M | -14.9% | +2.0% | -16.9% | -16.5% |
| 6M | +80.0% | +10.7% | +69.4% | +54.5% |
| YTD | +89.4% | +14.4% | +74.9% | +49.8% |
| 1Y | +253.1% | +22.7% | +230.4% | +168.3% |
| All | +253.1% | +23.1% | +230.0% | +168.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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