+253.1%
TSEM vs VCLT
-0.4%
+253.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.1% | +7.7% | +7.7% |
| 7D | +6.9% | -0.5% | +7.4% | +7.7% |
| 30D | +5.3% | -0.9% | +6.2% | +6.8% |
| 3M | -14.9% | -3.2% | -11.7% | -10.2% |
| 6M | +80.0% | -3.8% | +83.8% | +86.9% |
| YTD | +89.4% | -2.0% | +91.4% | +93.0% |
| 1Y | +253.1% | -0.8% | +253.9% | +258.8% |
| All | +253.1% | -0.4% | +253.5% | +258.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling