-24.1%
VST vs TSEM
+53.4%
-77.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.0% |
| 7D | +19.2% | +20.5% | -1.4% | +13.5% |
| 30D | -17.2% | -29.0% | +11.8% | -10.8% |
| 3M | -8.1% | -39.4% | +31.2% | +1.6% |
| 6M | -8.1% | -28.5% | +20.4% | -2.9% |
| YTD | -16.3% | +34.4% | -50.7% | -24.6% |
| 1Y | -24.1% | +48.3% | -72.4% | -34.1% |
| All | -24.1% | +53.4% | -77.5% | -34.1% |
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