+1,978.7%
VRT vs TSEM
+684.2%
+1,294.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.6% | -1.3% | +3.1% |
| 7D | +0.5% | +6.8% | -6.3% | -1.9% |
| 30D | -13.7% | -26.6% | +12.9% | -1.8% |
| 3M | -26.7% | -36.3% | +9.6% | -12.3% |
| 6M | -43.8% | -30.6% | -13.3% | -37.1% |
| YTD | +27.6% | +35.3% | -7.7% | +7.8% |
| 1Y | +15.5% | +59.2% | -43.8% | -8.7% |
| 3Y | +395.6% | +547.7% | -152.1% | +146.0% |
| 5Y | +677.3% | +337.5% | +339.8% | +324.3% |
| All | +1,978.7% | +684.2% | +1,294.5% | +834.6% |
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 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