+6.8%
TMO vs VCIT
+3.7%
+3.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | +0.4% | +0.1% | +0.3% | +0.3% |
| 30D | +1.5% | -0.8% | +2.3% | +2.4% |
| 3M | +28.5% | -0.5% | +29.1% | +29.3% |
| 6M | +20.4% | -1.4% | +21.8% | +22.5% |
| YTD | +4.3% | -0.8% | +5.1% | +5.4% |
| 1Y | +24.1% | +0.3% | +23.8% | +24.0% |
| 3Y | +17.5% | +19.2% | -1.7% | -1.9% |
| 5Y | +6.8% | +3.6% | +3.2% | -9.9% |
| All | +6.8% | +3.7% | +3.1% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling