+19.9%
VGT vs TSEM
+79.9%
-60.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.7% | +9.0% | +1.9% |
| 7D | -6.5% | -23.1% | +16.6% | -2.0% |
| 30D | -10.6% | -40.4% | +29.8% | -2.3% |
| 3M | -3.7% | -37.9% | +34.2% | +3.6% |
| 6M | +10.4% | -30.8% | +41.2% | +14.9% |
| YTD | +23.1% | +26.7% | -3.7% | +12.3% |
| 1Y | +19.9% | +80.5% | -60.6% | +0.2% |
| All | +19.9% | +79.9% | -60.0% | +0.2% |
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 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