+865.7%
TSEM vs VCIT
+29.7%
+836.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.1% | +10.8% | +10.8% |
| 7D | -2.0% | +0.7% | -2.7% | -2.5% |
| 30D | -33.4% | +1.8% | -35.2% | -34.3% |
| 3M | -39.7% | -1.6% | -38.1% | -39.1% |
| 6M | -27.8% | -2.1% | -25.7% | -26.8% |
| YTD | +29.7% | -1.6% | +31.3% | +31.2% |
| 1Y | +81.1% | -0.8% | +81.9% | +82.6% |
| 3Y | +529.3% | +19.9% | +509.4% | +468.2% |
| 5Y | +315.0% | +3.3% | +311.6% | +309.6% |
| 10Y | +865.7% | +30.6% | +835.1% | +875.5% |
| All | +865.7% | +29.7% | +836.0% | +875.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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