+650.1%
TSEM vs VWO
+62.9%
+587.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.6% |
| 7D | -4.9% | -1.8% | -3.1% | -2.1% |
| 30D | -18.7% | -0.1% | -18.6% | -18.4% |
| 3M | -18.1% | +2.2% | -20.4% | -19.1% |
| 6M | +77.1% | +8.8% | +68.3% | +63.1% |
| YTD | +80.1% | +12.4% | +67.7% | +59.4% |
| 1Y | +220.4% | +15.6% | +204.8% | +176.3% |
| 3Y | +650.1% | +62.5% | +587.5% | +344.1% |
| All | +650.1% | +62.9% | +587.2% | +344.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling