+80.5%
TSEM vs VWO
+5.9%
+74.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +1.7% | -10.4% | -12.7% |
| 7D | -23.1% | -1.3% | -21.8% | -20.7% |
| 30D | -40.4% | -7.1% | -33.2% | -28.4% |
| 3M | -37.9% | -6.1% | -31.8% | -26.5% |
| 6M | -30.8% | -3.9% | -26.9% | -19.8% |
| YTD | +26.7% | +5.0% | +21.7% | +12.4% |
| 1Y | +80.5% | +6.0% | +74.5% | +57.0% |
| All | +80.5% | +5.9% | +74.6% | +57.0% |
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