+135.1%
VGT vs TSEM
+610.6%
-475.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.1% |
| 7D | -1.0% | +0.9% | -2.0% | -1.4% |
| 30D | -0.4% | -16.6% | +16.2% | +3.6% |
| 3M | +6.6% | -10.9% | +17.5% | +7.1% |
| 6M | +31.0% | +78.0% | -47.0% | +6.4% |
| YTD | +27.2% | +77.2% | -50.0% | +2.2% |
| 1Y | +34.5% | +207.6% | -173.1% | -9.1% |
| 3Y | +123.1% | +637.8% | -514.7% | +14.3% |
| 5Y | +135.1% | +617.0% | -481.9% | +22.6% |
| All | +135.1% | +610.6% | -475.5% | +22.6% |
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