+1,259.9%
TSEM vs VCIT
+98.3%
+1,161.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | 0.0% | +7.9% | +7.9% |
| 7D | +6.9% | -0.3% | +7.2% | +7.0% |
| 30D | +5.3% | -0.8% | +6.1% | +5.6% |
| 3M | -14.9% | -1.0% | -13.9% | -14.6% |
| 6M | +80.0% | -1.8% | +81.9% | +81.3% |
| YTD | +89.4% | -0.7% | +90.1% | +90.0% |
| 1Y | +253.1% | +1.0% | +252.1% | +252.5% |
| 3Y | +642.1% | +18.8% | +623.3% | +605.6% |
| 5Y | +659.1% | +3.5% | +655.6% | +640.0% |
| 10Y | +1,291.4% | +29.2% | +1,262.1% | +1,279.8% |
| All | +1,259.9% | +98.3% | +1,161.6% | +1,884.2% |
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