+27.3%
V vs TSEM
+69.7%
-42.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | 0.0% |
| 7D | +0.6% | -9.5% | +10.1% | +0.1% |
| 30D | +9.7% | -35.5% | +45.2% | +7.5% |
| 3M | +17.3% | -41.6% | +58.8% | +14.6% |
| 6M | +33.2% | -30.1% | +63.3% | +30.3% |
| YTD | +21.3% | +25.7% | -4.4% | +17.3% |
| 1Y | +27.3% | +50.5% | -23.1% | +21.8% |
| All | +27.3% | +69.7% | -42.3% | +21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling