+63.9%
VUG vs TSEM
+306.6%
-242.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.3% | -0.2% |
| 7D | -1.2% | -9.5% | +8.3% | +0.3% |
| 30D | -8.9% | -35.5% | +26.6% | -2.2% |
| 3M | -5.9% | -41.6% | +35.6% | +2.0% |
| 6M | -3.3% | -30.1% | +26.8% | -1.6% |
| YTD | +3.4% | +25.7% | -22.3% | -9.5% |
| 1Y | +1.9% | +50.5% | -48.6% | -15.0% |
| 3Y | +76.9% | +501.7% | -424.8% | +1.8% |
| 5Y | +63.9% | +310.9% | -247.0% | +5.6% |
| All | +63.9% | +306.6% | -242.7% | +5.6% |
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 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