+621.7%
TSEM vs VYM
+77.5%
+544.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +0.9% |
| 7D | -4.9% | -0.8% | -4.1% | -4.0% |
| 30D | -18.7% | -2.2% | -16.5% | -16.6% |
| 3M | -18.1% | +3.1% | -21.2% | -20.9% |
| 6M | +77.1% | +9.7% | +67.4% | +61.0% |
| YTD | +80.1% | +14.9% | +65.2% | +56.3% |
| 1Y | +220.4% | +17.6% | +202.8% | +172.9% |
| 3Y | +650.1% | +65.3% | +584.8% | +396.1% |
| All | +621.7% | +77.5% | +544.2% | +350.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling