+22.8%
TMO vs VCIT
-0.8%
+23.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +1.6% | -0.5% | +2.1% | +2.3% |
| 30D | +8.4% | +1.5% | +6.9% | +5.9% |
| 3M | +18.7% | -1.0% | +19.7% | +21.5% |
| 6M | +58.9% | -1.7% | +60.5% | +65.8% |
| YTD | +24.2% | -1.4% | +25.6% | +28.8% |
| 1Y | +22.8% | -0.9% | +23.7% | +25.5% |
| All | +22.8% | -0.8% | +23.6% | +25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling