+798.4%
TSEM vs VCLT
+98.6%
+699.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -6.9% |
| 7D | +7.0% | -2.3% | +9.2% | +7.3% |
| 30D | -29.8% | +0.8% | -30.5% | -29.9% |
| 3M | -41.9% | -2.7% | -39.3% | -41.7% |
| 6M | -45.8% | -4.3% | -41.5% | -45.4% |
| YTD | +25.1% | -4.3% | +29.4% | +25.9% |
| 1Y | +48.2% | -4.4% | +52.6% | +49.2% |
| 3Y | +476.5% | +13.8% | +462.7% | +471.3% |
| 5Y | +301.4% | -17.0% | +318.4% | +300.9% |
| 10Y | +812.9% | +20.9% | +792.0% | +878.4% |
| All | +798.4% | +98.6% | +699.8% | +1,147.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling