+1,410.4%
TSM vs VCIT
+28.8%
+1,381.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.1% | +6.5% | +6.4% |
| 7D | -7.6% | +0.1% | -7.7% | -7.7% |
| 30D | -20.5% | +1.9% | -22.4% | -21.9% |
| 3M | -10.0% | -1.4% | -8.5% | -8.9% |
| 6M | -10.1% | -2.1% | -7.9% | -8.3% |
| YTD | +24.5% | -1.6% | +26.2% | +26.6% |
| 1Y | +31.2% | -0.9% | +32.1% | +32.6% |
| 3Y | +322.0% | +20.0% | +302.0% | +263.9% |
| 5Y | +245.3% | +3.1% | +242.1% | +228.7% |
| All | +1,410.4% | +28.8% | +1,381.6% | +1,303.0% |
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