+272.1%
TFC vs VCIT
+98.3%
+173.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.4% | -0.3% | +2.8% | +2.4% |
| 30D | -1.3% | -0.8% | -0.5% | -1.3% |
| 3M | +6.1% | -1.0% | +7.1% | +6.0% |
| 6M | +7.3% | -1.8% | +9.2% | +7.2% |
| YTD | +8.2% | -0.7% | +8.9% | +8.2% |
| 1Y | +14.4% | +1.0% | +13.4% | +14.5% |
| 3Y | +93.7% | +18.8% | +74.9% | +97.4% |
| 5Y | +16.4% | +3.5% | +12.9% | +7.7% |
| 10Y | +101.6% | +29.2% | +72.3% | +134.9% |
| All | +272.1% | +98.3% | +173.8% | +579.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling