+150.1%
VXUS vs TSEM
+1,283.8%
-1,133.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.5% |
| 7D | +0.3% | +4.7% | -4.4% | -0.6% |
| 30D | +0.7% | -14.2% | +14.9% | +3.1% |
| 3M | +4.8% | -5.0% | +9.8% | +3.6% |
| 6M | +11.3% | +87.6% | -76.2% | -4.8% |
| YTD | +16.5% | +84.4% | -67.9% | -0.9% |
| 1Y | +24.3% | +235.4% | -211.1% | -7.0% |
| 3Y | +74.5% | +668.0% | -593.5% | +5.8% |
| 5Y | +54.3% | +644.7% | -590.4% | -8.6% |
| 10Y | +150.1% | +1,326.7% | -1,176.6% | +19.2% |
| All | +150.1% | +1,283.8% | -1,133.7% | +19.2% |
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