+1,002.6%
VST vs TSEM
+786.6%
+215.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +4.8% | +5.7% | +9.3% |
| 7D | -9.8% | -17.5% | +7.7% | -5.0% |
| 30D | -25.1% | -44.7% | +19.5% | -13.1% |
| 3M | -11.6% | -38.9% | +27.3% | -0.7% |
| 6M | -20.9% | -36.7% | +15.8% | -14.3% |
| YTD | -22.3% | +17.0% | -39.3% | -29.8% |
| 1Y | -32.0% | +62.8% | -94.8% | -44.2% |
| 3Y | +262.4% | +471.3% | -208.9% | +127.8% |
| 5Y | +563.4% | +290.3% | +273.1% | +335.0% |
| 10Y | +1,120.7% | +790.1% | +330.6% | +515.5% |
| All | +1,002.6% | +786.6% | +215.9% | +458.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling