+1,524.2%
TMO vs VCIT
+96.1%
+1,428.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | +9.1% | +1.1% | +8.0% | +8.7% |
| 3M | +19.9% | -1.4% | +21.2% | +20.5% |
| 6M | +54.7% | -2.3% | +57.0% | +56.2% |
| YTD | +24.3% | -1.8% | +26.1% | +25.3% |
| 1Y | +25.0% | -1.0% | +26.1% | +25.7% |
| 3Y | +61.7% | +19.3% | +42.5% | +53.4% |
| 5Y | +16.2% | +3.8% | +12.4% | +9.0% |
| 10Y | +378.7% | +30.6% | +348.1% | +389.1% |
| All | +1,524.2% | +96.1% | +1,428.2% | +2,117.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling