+409.6%
VUG vs TSEM
+1,289.9%
-880.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.3% |
| 7D | -1.9% | +0.9% | -2.8% | -2.2% |
| 30D | -1.6% | -16.6% | +15.1% | +2.1% |
| 3M | +4.4% | -10.9% | +15.3% | +4.2% |
| 6M | +13.2% | +78.0% | -64.8% | -8.1% |
| YTD | +7.5% | +77.2% | -69.7% | -13.7% |
| 1Y | +12.5% | +207.6% | -195.1% | -23.3% |
| 3Y | +86.0% | +637.8% | -551.9% | -4.7% |
| 5Y | +76.5% | +617.0% | -540.5% | -11.4% |
| All | +409.6% | +1,289.9% | -880.3% | +99.8% |
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