+454.5%
V vs TSEM
+839.5%
-385.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.6% |
| 7D | +0.6% | -9.5% | +10.1% | +1.6% |
| 30D | +9.7% | -35.5% | +45.2% | +15.2% |
| 3M | +17.3% | -41.6% | +58.8% | +24.0% |
| 6M | +33.2% | -30.1% | +63.3% | +32.2% |
| YTD | +21.3% | +25.7% | -4.4% | +5.3% |
| 1Y | +27.3% | +50.5% | -23.1% | +5.9% |
| 3Y | +76.1% | +501.7% | -425.6% | +1.0% |
| 5Y | +103.5% | +310.9% | -207.5% | +25.1% |
| 10Y | +454.5% | +849.8% | -395.4% | +157.4% |
| All | +454.5% | +839.5% | -385.1% | +157.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling