+871.7%
TSEM vs VCIT
+97.0%
+774.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | 0.0% | +7.6% | +7.6% |
| 7D | +6.8% | -0.5% | +7.3% | +7.0% |
| 30D | -26.6% | +1.5% | -28.1% | -27.1% |
| 3M | -36.3% | -1.0% | -35.4% | -36.1% |
| 6M | -30.6% | -1.7% | -28.9% | -30.1% |
| YTD | +35.3% | -1.4% | +36.7% | +36.1% |
| 1Y | +59.2% | -0.9% | +60.2% | +60.0% |
| 3Y | +547.7% | +19.8% | +527.9% | +514.7% |
| 5Y | +337.5% | +4.6% | +332.9% | +325.9% |
| 10Y | +887.4% | +31.5% | +855.9% | +888.9% |
| All | +871.7% | +97.0% | +774.7% | +1,320.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling