+1,259.9%
TSEM vs VCLT
+103.4%
+1,156.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.1% | +7.7% | +7.8% |
| 7D | +6.9% | -0.5% | +7.4% | +7.0% |
| 30D | +5.3% | -0.9% | +6.2% | +5.4% |
| 3M | -14.9% | -3.2% | -11.7% | -14.5% |
| 6M | +80.0% | -3.8% | +83.8% | +81.0% |
| YTD | +89.4% | -2.0% | +91.4% | +90.0% |
| 1Y | +253.1% | -0.8% | +253.9% | +253.8% |
| 3Y | +642.1% | +12.3% | +629.8% | +634.7% |
| 5Y | +659.1% | -15.4% | +674.5% | +655.6% |
| 10Y | +1,291.4% | +15.7% | +1,275.6% | +1,345.7% |
| All | +1,259.9% | +103.4% | +1,156.5% | +1,781.5% |
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 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