+109.6%
VRT vs TSEM
+233.1%
-123.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.5% | -8.1% | -9.0% |
| 7D | +2.4% | +4.7% | -2.3% | +0.3% |
| 30D | -2.7% | -14.2% | +11.6% | +4.0% |
| 3M | -9.2% | -5.0% | -4.1% | -8.5% |
| 6M | -0.5% | +87.6% | -88.1% | -28.5% |
| YTD | +62.3% | +84.4% | -22.1% | +13.8% |
| 1Y | +109.6% | +235.4% | -125.8% | -10.0% |
| All | +109.6% | +233.1% | -123.5% | -10.0% |
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