+632.2%
VRT vs TSEM
+306.6%
+325.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -1.6% |
| 7D | -17.7% | -9.5% | -8.2% | -12.9% |
| 30D | -20.0% | -35.5% | +15.5% | -0.8% |
| 3M | -28.1% | -41.6% | +13.5% | -7.3% |
| 6M | -42.8% | -30.1% | -12.8% | -35.5% |
| YTD | +20.0% | +25.7% | -5.7% | -2.9% |
| 1Y | +3.5% | +50.5% | -47.0% | -24.2% |
| 3Y | +366.1% | +501.7% | -135.6% | +83.6% |
| 5Y | +632.2% | +310.9% | +321.3% | +238.0% |
| All | +632.2% | +306.6% | +325.6% | +238.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling