+388.1%
TMO vs VCIT
+30.9%
+357.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.6% | -0.5% | +2.1% | +2.0% |
| 30D | +8.4% | +1.5% | +6.9% | +7.2% |
| 3M | +18.7% | -1.0% | +19.7% | +19.6% |
| 6M | +58.9% | -1.7% | +60.5% | +60.9% |
| YTD | +24.2% | -1.4% | +25.6% | +25.6% |
| 1Y | +22.8% | -0.9% | +23.7% | +23.8% |
| 3Y | +61.6% | +19.8% | +41.8% | +43.6% |
| 5Y | +15.3% | +4.6% | +10.7% | +6.1% |
| 10Y | +388.1% | +31.5% | +356.6% | +354.4% |
| All | +388.1% | +30.9% | +357.2% | +354.4% |
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