+80.6%
VTV vs TSEM
+617.3%
-536.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.6% |
| 7D | -1.1% | -4.9% | +3.8% | -0.7% |
| 30D | -1.0% | -18.7% | +17.7% | +0.5% |
| 3M | +4.6% | -18.1% | +22.8% | +5.4% |
| 6M | +13.5% | +77.1% | -63.6% | +4.6% |
| YTD | +18.5% | +80.1% | -61.6% | +8.4% |
| 1Y | +22.9% | +220.4% | -197.5% | +4.6% |
| 3Y | +67.8% | +650.1% | -582.2% | +26.4% |
| All | +80.6% | +617.3% | -536.6% | +36.5% |
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