+210.0%
TGT vs VCIT
+30.9%
+179.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.5% | -0.5% | +0.9% | +0.8% |
| 30D | +6.7% | +1.5% | +5.2% | +5.7% |
| 3M | +8.4% | -1.0% | +9.4% | +9.2% |
| 6M | +40.7% | -1.7% | +42.4% | +42.4% |
| YTD | +72.2% | -1.4% | +73.6% | +73.9% |
| 1Y | +86.2% | -0.9% | +87.1% | +87.5% |
| 3Y | +68.8% | +19.8% | +49.0% | +52.0% |
| 5Y | -25.2% | +4.6% | -29.8% | -31.7% |
| 10Y | +210.0% | +31.5% | +178.5% | +194.9% |
| All | +210.0% | +30.9% | +179.1% | +194.9% |
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