+75.7%
TFC vs VCIT
+31.0%
+44.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +2.3% | -1.4% | +3.7% | +2.9% |
| 30D | +10.8% | +0.6% | +10.2% | +10.6% |
| 3M | -3.8% | -2.2% | -1.5% | -2.9% |
| 6M | +9.6% | -2.3% | +11.9% | +10.6% |
| YTD | +5.8% | -2.2% | +8.0% | +6.8% |
| 1Y | +16.2% | -1.4% | +17.5% | +16.9% |
| 3Y | +96.0% | +18.7% | +77.2% | +87.0% |
| 5Y | +1.7% | +3.6% | -1.9% | -7.1% |
| All | +75.7% | +31.0% | +44.6% | +148.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling