+1,301.0%
TSEM vs VCIT
+29.0%
+1,272.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +10.4% | +0.1% | +10.3% | +10.4% |
| 30D | -12.9% | -0.8% | -12.2% | -12.5% |
| 3M | -9.2% | -0.5% | -8.7% | -8.9% |
| 6M | +98.8% | -1.4% | +100.2% | +100.8% |
| YTD | +87.2% | -0.8% | +88.0% | +88.5% |
| 1Y | +239.0% | +0.3% | +238.7% | +239.2% |
| 3Y | +679.5% | +19.2% | +660.3% | +605.6% |
| 5Y | +667.3% | +3.6% | +663.7% | +656.4% |
| 10Y | +1,301.0% | +29.3% | +1,271.7% | +1,301.6% |
| All | +1,301.0% | +29.0% | +1,272.1% | +1,301.6% |
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