+228.7%
VTV vs TSEM
+1,313.0%
-1,084.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.5% |
| 7D | -1.1% | -4.9% | +3.8% | -0.4% |
| 30D | -1.0% | -18.7% | +17.7% | +1.6% |
| 3M | +4.6% | -18.1% | +22.8% | +5.9% |
| 6M | +13.5% | +77.1% | -63.6% | -0.6% |
| YTD | +18.5% | +80.1% | -61.6% | +2.6% |
| 1Y | +22.9% | +220.4% | -197.5% | -4.8% |
| 3Y | +67.8% | +650.1% | -582.2% | +6.9% |
| 5Y | +81.8% | +628.9% | -547.0% | +12.8% |
| All | +228.7% | +1,313.0% | -1,084.3% | +65.4% |
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