+471.3%
TSEM vs VCIT
+19.7%
+451.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.1% | +5.0% | +5.0% |
| 7D | -17.5% | +0.1% | -17.6% | -17.6% |
| 30D | -44.7% | +1.9% | -46.6% | -46.0% |
| 3M | -38.9% | -1.4% | -37.4% | -37.8% |
| 6M | -36.7% | -2.1% | -34.5% | -35.0% |
| YTD | +17.0% | -1.6% | +18.6% | +19.4% |
| 1Y | +62.8% | -0.9% | +63.7% | +65.5% |
| 3Y | +471.3% | +20.0% | +451.3% | +381.1% |
| All | +471.3% | +19.7% | +451.6% | +381.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling