+142.2%
VXUS vs TSEM
+839.5%
-697.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.2% |
| 7D | +0.5% | -9.5% | +10.0% | +1.9% |
| 30D | -2.5% | -35.5% | +32.9% | +4.0% |
| 3M | -4.6% | -41.6% | +36.9% | +2.9% |
| 6M | -2.6% | -30.1% | +27.4% | -0.9% |
| YTD | +10.4% | +25.7% | -15.3% | -1.0% |
| 1Y | +12.9% | +50.5% | -37.6% | -2.7% |
| 3Y | +68.4% | +501.7% | -433.3% | +4.7% |
| 5Y | +47.7% | +310.9% | -263.2% | -2.4% |
| 10Y | +142.2% | +849.8% | -707.6% | +27.2% |
| All | +142.2% | +839.5% | -697.3% | +27.2% |
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