+1,643.1%
TSM vs VCIT
+31.0%
+1,612.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.5% |
| 7D | +6.2% | -1.4% | +7.6% | +7.5% |
| 30D | -7.3% | +0.6% | -7.8% | -7.9% |
| 3M | -7.1% | -2.2% | -4.9% | -5.4% |
| 6M | +0.2% | -2.3% | +2.6% | +2.3% |
| YTD | +32.2% | -2.2% | +34.4% | +35.0% |
| 1Y | +42.8% | -1.4% | +44.1% | +44.8% |
| 3Y | +330.4% | +18.7% | +311.7% | +275.0% |
| 5Y | +263.9% | +3.6% | +260.3% | +245.3% |
| All | +1,643.1% | +31.0% | +1,612.1% | +1,496.5% |
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 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