+333.8%
TMO vs VCIT
+29.2%
+304.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.6% |
| 7D | -0.5% | -0.2% | -0.3% | -0.3% |
| 30D | +1.0% | -0.5% | +1.5% | +1.4% |
| 3M | +22.7% | -0.9% | +23.6% | +23.6% |
| 6M | +19.0% | -1.9% | +20.9% | +20.9% |
| YTD | +4.7% | -1.0% | +5.7% | +5.7% |
| 1Y | +26.0% | +0.2% | +25.8% | +26.1% |
| 3Y | +18.0% | +19.0% | -1.0% | +5.3% |
| 5Y | +8.0% | +3.1% | +4.9% | -0.2% |
| 10Y | +333.8% | +29.8% | +304.0% | +303.9% |
| All | +333.8% | +29.2% | +304.6% | +303.9% |
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