+1,164.9%
VST vs TSEM
+805.6%
+359.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.9% | +5.8% | +0.7% |
| 7D | +6.6% | +7.0% | -0.4% | +4.6% |
| 30D | -12.4% | -29.8% | +17.4% | -4.4% |
| 3M | -9.0% | -41.9% | +32.9% | +3.5% |
| 6M | -6.4% | -45.8% | +39.3% | +5.9% |
| YTD | -17.2% | +25.1% | -42.3% | -26.5% |
| 1Y | -22.0% | +48.2% | -70.3% | -34.1% |
| 3Y | +296.7% | +476.5% | -179.8% | +147.1% |
| 5Y | +637.6% | +301.4% | +336.1% | +378.6% |
| All | +1,164.9% | +805.6% | +359.2% | +564.9% |
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