+290.3%
VST vs TSEM
+506.4%
-216.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.0% | -0.9% |
| 7D | -6.0% | -9.5% | +3.5% | -2.4% |
| 30D | -18.8% | -35.5% | +16.7% | -5.6% |
| 3M | -8.0% | -41.6% | +33.5% | +9.6% |
| 6M | -10.9% | -30.1% | +19.1% | -5.8% |
| YTD | -18.3% | +25.7% | -44.0% | -37.1% |
| 1Y | -29.9% | +50.5% | -80.4% | -51.6% |
| 3Y | +290.3% | +501.7% | -211.4% | +72.6% |
| All | +290.3% | +506.4% | -216.1% | +72.6% |
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 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