+1,142.3%
VST vs TSEM
+920.4%
+221.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.6% | -5.9% | -0.3% |
| 7D | +10.9% | +6.8% | +4.2% | +9.0% |
| 30D | -15.6% | -26.6% | +11.0% | -9.0% |
| 3M | -7.8% | -36.3% | +28.6% | +2.5% |
| 6M | -12.0% | -30.6% | +18.6% | -7.0% |
| YTD | -16.9% | +35.3% | -52.2% | -27.7% |
| 1Y | -25.1% | +59.2% | -84.3% | -37.8% |
| 3Y | +297.1% | +547.7% | -250.6% | +141.4% |
| 5Y | +641.9% | +337.5% | +304.4% | +371.8% |
| 10Y | +1,142.3% | +887.4% | +254.9% | +553.6% |
| All | +1,142.3% | +920.4% | +221.9% | +553.6% |
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