+216.3%
TGT vs VCIT
+29.0%
+187.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | +9.5% | -0.8% | +10.3% | +10.1% |
| 3M | +32.3% | -0.5% | +32.8% | +32.8% |
| 6M | +37.0% | -1.4% | +38.4% | +38.3% |
| YTD | +71.0% | -0.8% | +71.8% | +71.9% |
| 1Y | +85.0% | +0.3% | +84.7% | +84.7% |
| 3Y | +46.8% | +19.2% | +27.6% | +32.7% |
| 5Y | -22.7% | +3.6% | -26.3% | -29.7% |
| 10Y | +216.3% | +29.3% | +187.0% | +200.1% |
| All | +216.3% | +29.0% | +187.3% | +200.1% |
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