+24.3%
VXUS vs TSEM
+233.1%
-208.8%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | +0.3% | +4.7% | -4.4% | -0.2% |
| 30D | +0.7% | -14.2% | +14.9% | +2.1% |
| 3M | +4.8% | -5.0% | +9.8% | +4.2% |
| 6M | +11.3% | +87.6% | -76.2% | +2.9% |
| YTD | +16.5% | +84.4% | -67.9% | +7.4% |
| 1Y | +24.3% | +235.4% | -211.1% | +7.4% |
| All | +24.3% | +233.1% | -208.8% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling