+67.1%
V vs TSEM
+657.2%
-590.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.7% |
| 7D | -1.1% | +10.4% | -11.5% | -1.5% |
| 30D | +1.9% | -12.9% | +14.8% | +2.4% |
| 3M | +15.5% | -9.2% | +24.7% | +15.0% |
| 6M | +16.6% | +98.8% | -82.2% | +6.8% |
| YTD | +5.7% | +87.2% | -81.5% | -3.2% |
| 1Y | +8.6% | +239.0% | -230.4% | -7.8% |
| 3Y | +52.5% | +679.5% | -627.0% | +12.7% |
| 5Y | +67.1% | +667.3% | -600.1% | +20.7% |
| All | +67.1% | +657.2% | -590.1% | +20.7% |
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