+262.4%
VST vs TSEM
+468.0%
-205.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +4.8% | +5.7% | +8.8% |
| 7D | -9.8% | -17.5% | +7.7% | -3.1% |
| 30D | -25.1% | -44.7% | +19.5% | -8.2% |
| 3M | -11.6% | -38.9% | +27.3% | +3.5% |
| 6M | -20.9% | -36.7% | +15.8% | -13.2% |
| YTD | -22.3% | +17.0% | -39.3% | -38.6% |
| 1Y | -32.0% | +62.8% | -94.8% | -56.2% |
| 3Y | +262.4% | +471.3% | -208.9% | +64.1% |
| All | +262.4% | +468.0% | -205.6% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling