+476.5%
TSEM vs VCLT
+14.4%
+462.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.7% |
| 7D | +7.0% | -2.3% | +9.2% | +8.5% |
| 30D | -29.8% | +0.8% | -30.5% | -30.3% |
| 3M | -41.9% | -2.7% | -39.3% | -40.9% |
| 6M | -45.8% | -4.3% | -41.5% | -44.1% |
| YTD | +25.1% | -4.3% | +29.4% | +28.8% |
| 1Y | +48.2% | -4.4% | +52.6% | +52.7% |
| 3Y | +476.5% | +13.8% | +462.7% | +443.3% |
| All | +476.5% | +14.4% | +462.1% | +443.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling