+644.6%
VRT vs TSEM
+668.6%
-24.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.3% |
| 7D | +13.6% | +10.4% | +3.2% | +7.6% |
| 30D | +6.8% | -12.9% | +19.7% | +14.6% |
| 3M | -3.2% | -9.2% | +6.0% | -1.4% |
| 6M | +20.3% | +98.8% | -78.4% | -27.2% |
| YTD | +79.6% | +87.2% | -7.6% | +9.7% |
| 1Y | +139.0% | +239.0% | -100.0% | -4.8% |
| 3Y | +644.6% | +679.5% | -34.9% | +108.6% |
| All | +644.6% | +668.6% | -24.0% | +108.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling