+644.7%
TSEM vs VCLT
-15.5%
+660.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | +4.7% | 0.0% | +4.7% | +4.7% |
| 30D | -14.2% | +0.1% | -14.4% | -14.3% |
| 3M | -5.0% | -2.9% | -2.2% | -4.1% |
| 6M | +87.6% | -4.0% | +91.5% | +90.0% |
| YTD | +84.4% | -2.2% | +86.7% | +86.0% |
| 1Y | +235.4% | -2.6% | +238.0% | +238.5% |
| 3Y | +668.0% | +12.3% | +655.7% | +649.6% |
| 5Y | +644.7% | -16.4% | +661.1% | +632.0% |
| All | +644.7% | -15.5% | +660.3% | +632.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling