+1,502.2%
TSM vs VCIT
+29.7%
+1,472.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | -2.5% | +0.7% | -3.2% | -3.2% |
| 30D | -14.3% | +1.8% | -16.1% | -15.7% |
| 3M | -7.2% | -1.6% | -5.7% | -6.0% |
| 6M | -5.1% | -2.1% | -3.0% | -3.3% |
| YTD | +28.9% | -1.6% | +30.5% | +30.9% |
| 1Y | +37.1% | -0.8% | +37.9% | +38.4% |
| 3Y | +341.5% | +19.9% | +321.5% | +281.2% |
| 5Y | +245.7% | +3.3% | +242.4% | +228.5% |
| 10Y | +1,502.2% | +30.6% | +1,471.6% | +1,372.9% |
| All | +1,502.2% | +29.7% | +1,472.6% | +1,372.9% |
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