+297.8%
VTI vs TSEM
+1,313.0%
-1,015.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.8% | +0.5% |
| 7D | -0.9% | -4.9% | +4.0% | 0.0% |
| 30D | -1.4% | -18.7% | +17.3% | +2.2% |
| 3M | +3.6% | -18.1% | +21.7% | +5.3% |
| 6M | +13.6% | +77.1% | -63.5% | -4.8% |
| YTD | +12.9% | +80.1% | -67.2% | -6.8% |
| 1Y | +17.2% | +220.4% | -203.2% | -16.4% |
| 3Y | +75.7% | +650.1% | -574.4% | -1.8% |
| 5Y | +75.4% | +628.9% | -553.4% | -4.2% |
| All | +297.8% | +1,313.0% | -1,015.2% | +71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling