+71.6%
VZ vs TSEM
+920.4%
-848.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.6% | -7.0% | +0.7% |
| 7D | +0.9% | +6.8% | -5.8% | +1.0% |
| 30D | +8.9% | -26.6% | +35.5% | +8.9% |
| 3M | +0.1% | -36.3% | +36.5% | +0.1% |
| 6M | +1.9% | -30.6% | +32.5% | +1.5% |
| YTD | +22.0% | +35.3% | -13.3% | +19.5% |
| 1Y | +22.1% | +59.2% | -37.1% | +18.9% |
| 3Y | +58.7% | +547.7% | -489.0% | +43.7% |
| 5Y | +22.3% | +337.5% | -315.2% | +12.6% |
| 10Y | +71.6% | +887.4% | -815.8% | +41.9% |
| All | +71.6% | +920.4% | -848.7% | +41.9% |
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