-1.4%
TFC vs VCIT
+3.7%
-5.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.3% | -2.2% |
| 7D | +1.1% | +0.5% | +0.6% | +0.6% |
| 30D | +7.8% | +2.1% | +5.7% | +5.9% |
| 3M | -4.8% | -1.6% | -3.2% | -3.5% |
| 6M | +1.8% | -1.6% | +3.4% | +3.3% |
| YTD | +4.4% | -1.5% | +5.9% | +5.8% |
| 1Y | +18.0% | -0.4% | +18.3% | +18.5% |
| 3Y | +85.2% | +19.6% | +65.6% | +62.4% |
| 5Y | -1.4% | +3.3% | -4.6% | -35.2% |
| All | -1.4% | +3.7% | -5.1% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling