+2,260.0%
VGT vs TSEM
+112.3%
+2,147.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | +0.1% |
| 7D | +1.5% | +4.7% | -3.2% | +0.7% |
| 30D | +0.5% | -14.2% | +14.8% | +2.7% |
| 3M | +5.3% | -5.0% | +10.3% | +4.8% |
| 6M | +32.4% | +87.6% | -55.1% | +17.4% |
| YTD | +28.6% | +84.4% | -55.9% | +13.7% |
| 1Y | +37.6% | +235.4% | -197.8% | +10.9% |
| 3Y | +125.5% | +668.0% | -542.5% | +59.1% |
| 5Y | +135.2% | +644.7% | -509.5% | +65.2% |
| 10Y | +812.9% | +1,326.7% | -513.8% | +483.7% |
| All | +2,260.0% | +112.3% | +2,147.6% | +1,545.6% |
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 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