+407.5%
VUG vs TSEM
+873.2%
-465.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | +4.4% | +20.5% | -16.1% | 0.0% |
| 30D | -7.3% | -29.0% | +21.6% | -0.9% |
| 3M | -4.2% | -39.4% | +35.1% | +5.1% |
| 6M | -1.6% | -28.5% | +26.9% | +0.2% |
| YTD | +4.9% | +34.4% | -29.6% | -11.8% |
| 1Y | +3.8% | +48.3% | -44.5% | -15.4% |
| 3Y | +79.4% | +543.5% | -464.1% | -7.3% |
| 5Y | +63.9% | +331.4% | -267.5% | -7.3% |
| All | +407.5% | +873.2% | -465.7% | +113.0% |
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