+76.0%
VUG vs TSEM
+654.3%
-578.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +0.1% | +4.7% | -4.6% | -0.8% |
| 30D | -1.7% | -14.2% | +12.6% | +0.8% |
| 3M | +2.8% | -5.0% | +7.9% | +1.5% |
| 6M | +13.6% | +87.6% | -74.0% | -5.4% |
| YTD | +8.1% | +84.4% | -76.4% | -10.7% |
| 1Y | +13.1% | +235.4% | -222.3% | -20.0% |
| 3Y | +87.0% | +668.0% | -581.0% | +4.7% |
| 5Y | +76.0% | +644.7% | -568.8% | +0.5% |
| All | +76.0% | +654.3% | -578.4% | +0.5% |
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