+775.0%
TSEM vs VWO
+324.1%
+450.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.1% |
| 7D | +4.7% | +0.2% | +4.6% | +4.6% |
| 30D | -14.2% | +0.9% | -15.1% | -14.7% |
| 3M | -5.0% | +4.3% | -9.3% | -6.6% |
| 6M | +87.6% | +10.5% | +77.0% | +78.8% |
| YTD | +84.4% | +13.4% | +71.1% | +73.3% |
| 1Y | +235.4% | +18.6% | +216.8% | +207.3% |
| 3Y | +668.0% | +65.8% | +602.2% | +471.5% |
| 5Y | +644.7% | +35.2% | +609.5% | +525.5% |
| 10Y | +1,326.7% | +116.6% | +1,210.0% | +826.0% |
| All | +775.0% | +324.1% | +450.9% | +328.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling