+168.3%
VXUS vs TSEM
+635.5%
-467.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.6% | -6.7% | -0.3% |
| 7D | -0.5% | +6.8% | -7.3% | -1.7% |
| 30D | -1.2% | -26.6% | +25.4% | +3.0% |
| 3M | -3.8% | -36.3% | +32.5% | +1.9% |
| 6M | -1.7% | -30.6% | +28.9% | +0.4% |
| YTD | +11.4% | +35.3% | -23.9% | +0.2% |
| 1Y | +13.3% | +59.2% | -45.9% | -1.1% |
| 3Y | +70.0% | +547.7% | -477.7% | +12.7% |
| 5Y | +48.1% | +337.5% | -289.5% | +3.2% |
| 10Y | +147.1% | +887.4% | -740.3% | +43.4% |
| All | +168.3% | +635.5% | -467.2% | +59.4% |
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 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