+71.9%
TEL vs VCIT
+19.7%
+52.2%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.5% |
| 7D | -2.8% | +0.1% | -2.9% | -3.0% |
| 30D | -4.1% | +1.9% | -6.0% | -6.3% |
| 3M | -3.4% | -1.4% | -1.9% | -1.7% |
| 6M | -3.5% | -2.1% | -1.4% | -0.9% |
| YTD | -8.0% | -1.6% | -6.4% | -5.9% |
| 1Y | -13.7% | -0.9% | -12.8% | -12.2% |
| 3Y | +71.9% | +20.0% | +51.9% | +42.5% |
| All | +71.9% | +19.7% | +52.2% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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