+1,250.4%
VUG vs TSEM
+118.0%
+1,132.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.8% | -8.3% | -1.5% |
| 7D | -0.1% | +6.9% | -7.0% | -1.0% |
| 30D | -0.3% | +5.3% | -5.6% | -1.3% |
| 3M | -0.7% | -14.9% | +14.2% | 0.0% |
| 6M | +14.6% | +80.0% | -65.4% | +3.6% |
| YTD | +9.0% | +89.4% | -80.3% | -2.5% |
| 1Y | +14.9% | +253.1% | -238.2% | -5.6% |
| 3Y | +86.0% | +642.1% | -556.1% | +37.6% |
| 5Y | +76.7% | +659.1% | -582.4% | +29.3% |
| 10Y | +411.3% | +1,291.4% | -880.1% | +244.7% |
| All | +1,250.4% | +118.0% | +1,132.5% | +835.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling