+650.1%
TSEM vs VYM
+65.1%
+585.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.5% |
| 7D | -4.9% | -0.8% | -4.1% | -3.5% |
| 30D | -18.7% | -2.2% | -16.5% | -15.6% |
| 3M | -18.1% | +3.1% | -21.2% | -22.2% |
| 6M | +77.1% | +9.7% | +67.4% | +53.6% |
| YTD | +80.1% | +14.9% | +65.2% | +45.8% |
| 1Y | +220.4% | +17.6% | +202.8% | +151.9% |
| 3Y | +650.1% | +65.3% | +584.8% | +301.0% |
| All | +650.1% | +65.1% | +585.0% | +301.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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