+897.3%
VST vs TSEM
+745.6%
+151.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -12.0% | +5.8% | -3.0% |
| 7D | -19.9% | -30.3% | +10.4% | -12.2% |
| 30D | -29.7% | -49.3% | +19.6% | -16.7% |
| 3M | -19.6% | -38.0% | +18.4% | -10.0% |
| 6M | -29.4% | -41.9% | +12.5% | -21.9% |
| YTD | -29.7% | +11.6% | -41.3% | -35.7% |
| 1Y | -40.0% | +50.5% | -90.5% | -49.8% |
| 3Y | +231.0% | +445.3% | -214.4% | +110.4% |
| 5Y | +500.1% | +272.2% | +227.8% | +298.0% |
| 10Y | +1,004.2% | +748.9% | +255.3% | +463.2% |
| All | +897.3% | +745.6% | +151.7% | +411.3% |
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