Air carrier Captain reported a near miss with a helicopter during initial climb.

Narrative

Tower cleared us to takeoff prior to reaching the runway with instructions to turn right heading 340. FO read back the instructions as we followed SOP tasks approaching the runway. Once I lined up the plane I handed it over to the FO who was flying pilot . After rotation; FO called 'positive rate; gear up'. After retracting the gear; my scan brought me to the ND (Navigation Display) and I noticed traffic straight ahead. As I was focused on the traffic looking outside/ inside I noticed traffic was at our altitude. As we climbed through 500; we got the TCAS traffic alert as FO was in the turn to the right. Once we were clear of the hazard and back on track; tower told us to contact departure. Before I switched to departure; I told tower we had a TA to traffic that we never saw. Tower nonchalantly explained yeah that was a helicopter at 500 ft that had you in sight. I'm glad he had us in sight because we never saw him. Both aircraft need to be made aware of one another at a minimum. I would love to know just how close we came to that helicopter; I imagine we were less than 500 ft at nearest point. Unacceptable.