+172.5%
VEA vs TSEM
+788.2%
-615.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | +1.9% | +10.4% | -8.6% | +0.4% |
| 30D | +0.8% | -12.9% | +13.7% | +2.5% |
| 3M | +5.7% | -9.2% | +14.9% | +5.5% |
| 6M | +13.3% | +98.8% | -85.5% | +0.2% |
| YTD | +18.4% | +87.2% | -68.8% | +5.0% |
| 1Y | +27.0% | +239.0% | -212.0% | +3.1% |
| 3Y | +79.3% | +679.5% | -600.2% | +26.7% |
| 5Y | +62.1% | +667.3% | -605.1% | +13.1% |
| 10Y | +160.3% | +1,301.0% | -1,140.8% | +62.3% |
| All | +172.5% | +788.2% | -615.6% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling