+2,397.0%
VRT vs TSEM
+927.0%
+1,470.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.9% | -1.7% | -4.0% |
| 7D | -7.7% | +0.9% | -8.6% | -8.0% |
| 30D | -12.0% | -16.6% | +4.7% | -5.3% |
| 3M | -11.7% | -10.9% | -0.8% | -8.9% |
| 6M | -8.1% | +78.0% | -86.1% | -29.8% |
| YTD | +53.2% | +77.2% | -24.0% | +16.2% |
| 1Y | +81.7% | +207.6% | -125.9% | +10.6% |
| 3Y | +535.3% | +637.8% | -102.6% | +193.2% |
| 5Y | +916.4% | +617.0% | +299.4% | +372.4% |
| All | +2,397.0% | +927.0% | +1,470.0% | +908.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling