+220.4%
TSEM vs VCLT
-4.4%
+224.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.6% | +1.6% |
| 7D | -4.9% | -1.4% | -3.5% | -2.9% |
| 30D | -18.7% | -1.2% | -17.6% | -17.3% |
| 3M | -18.1% | -4.8% | -13.4% | -11.3% |
| 6M | +77.1% | -2.6% | +79.7% | +85.0% |
| YTD | +80.1% | -3.3% | +83.5% | +87.0% |
| 1Y | +220.4% | -4.8% | +225.2% | +234.5% |
| All | +220.4% | -4.4% | +224.8% | +234.5% |
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