+75.8%
VXUS vs TSEM
+668.6%
-592.8%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.2% |
| 7D | +1.6% | +10.4% | -8.8% | +0.3% |
| 30D | +1.0% | -12.9% | +13.9% | +2.5% |
| 3M | +5.7% | -9.2% | +14.8% | +5.5% |
| 6M | +13.6% | +98.8% | -85.2% | +1.3% |
| YTD | +17.4% | +87.2% | -69.8% | +4.9% |
| 1Y | +25.1% | +239.0% | -213.9% | +1.8% |
| 3Y | +75.8% | +679.5% | -603.7% | +21.7% |
| All | +75.8% | +668.6% | -592.8% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling