+588.9%
VST vs TSEM
+273.4%
+315.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +4.8% | +5.7% | +9.1% |
| 7D | -9.8% | -17.5% | +7.7% | -4.2% |
| 30D | -25.1% | -44.7% | +19.5% | -11.1% |
| 3M | -11.6% | -38.9% | +27.3% | +1.1% |
| 6M | -20.9% | -36.7% | +15.8% | -13.6% |
| YTD | -22.3% | +17.0% | -39.3% | -32.6% |
| 1Y | -32.0% | +62.8% | -94.8% | -48.3% |
| 3Y | +262.4% | +471.3% | -208.9% | +105.4% |
| All | +588.9% | +273.4% | +315.5% | +312.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling