+769.3%
VST vs TSEM
+657.0%
+112.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.8% | -4.3% | +1.4% |
| 7D | +8.9% | +6.9% | +2.0% | +6.9% |
| 30D | +6.2% | +5.3% | +0.9% | +4.0% |
| 3M | -2.7% | -14.9% | +12.2% | -0.9% |
| 6M | -8.4% | +80.0% | -88.4% | -27.9% |
| YTD | -7.2% | +89.4% | -96.6% | -29.2% |
| 1Y | -20.9% | +253.1% | -274.0% | -52.1% |
| 3Y | +384.0% | +642.1% | -258.1% | +150.9% |
| All | +769.3% | +657.0% | +112.3% | +364.6% |
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 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