-28.5%
VST vs TSEM
+75.0%
-103.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +10.9% | -3.6% | +4.5% |
| 7D | -0.5% | -2.0% | +1.4% | +0.1% |
| 30D | -17.1% | -33.4% | +16.3% | -9.4% |
| 3M | -4.6% | -39.7% | +35.1% | +5.8% |
| 6M | -9.1% | -27.8% | +18.8% | -3.8% |
| YTD | -16.6% | +29.7% | -46.3% | -23.4% |
| All | -28.5% | +75.0% | -103.5% | -37.3% |
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