+629.2%
TSEM vs VYM
+487.3%
+141.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.0% |
| 7D | +4.7% | -1.0% | +5.7% | +5.7% |
| 30D | -14.2% | -2.0% | -12.2% | -12.5% |
| 3M | -5.0% | +3.1% | -8.1% | -7.8% |
| 6M | +87.6% | +8.9% | +78.7% | +73.9% |
| YTD | +84.4% | +14.7% | +69.7% | +62.9% |
| 1Y | +235.4% | +19.4% | +216.0% | +186.4% |
| 3Y | +668.0% | +65.4% | +602.6% | +392.3% |
| 5Y | +644.7% | +77.6% | +567.2% | +339.7% |
| 10Y | +1,326.7% | +207.8% | +1,118.9% | +414.4% |
| All | +629.2% | +487.3% | +141.9% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling