+865.5%
TSEM vs VCIT
+95.6%
+769.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.4% |
| 7D | +20.5% | -1.4% | +21.9% | +21.2% |
| 30D | -29.0% | +0.8% | -29.8% | -29.3% |
| 3M | -39.4% | -1.7% | -37.6% | -39.0% |
| 6M | -28.5% | -2.1% | -26.4% | -27.9% |
| YTD | +34.4% | -2.0% | +36.5% | +35.6% |
| 1Y | +48.3% | -1.5% | +49.8% | +49.4% |
| 3Y | +543.5% | +19.0% | +524.6% | +512.4% |
| 5Y | +331.4% | +3.8% | +327.7% | +321.1% |
| 10Y | +881.1% | +30.6% | +850.5% | +885.2% |
| All | +865.5% | +95.6% | +769.9% | +1,315.6% |
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 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