+99.1%
V vs TSEM
+273.4%
-174.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.8% | -4.8% | -0.1% |
| 7D | +2.2% | -17.5% | +19.7% | +2.7% |
| 30D | +13.6% | -44.7% | +58.3% | +15.5% |
| 3M | +14.3% | -38.9% | +53.2% | +15.6% |
| 6M | +33.1% | -36.7% | +69.8% | +32.2% |
| YTD | +21.2% | +17.0% | +4.3% | +12.8% |
| 1Y | +26.4% | +62.8% | -36.4% | +13.1% |
| 3Y | +77.6% | +471.3% | -393.7% | +31.7% |
| All | +99.1% | +273.4% | -174.3% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling