+1,641.8%
TSM vs VCIT
+30.9%
+1,610.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.2% | +4.2% |
| 7D | +4.4% | -0.5% | +4.9% | +4.8% |
| 30D | -7.0% | +1.5% | -8.4% | -8.3% |
| 3M | -1.8% | -1.0% | -0.8% | -1.1% |
| 6M | +2.7% | -1.7% | +4.4% | +4.2% |
| YTD | +37.1% | -1.4% | +38.4% | +39.0% |
| 1Y | +43.5% | -0.9% | +44.4% | +45.0% |
| 3Y | +341.5% | +19.8% | +321.7% | +281.4% |
| 5Y | +278.9% | +4.6% | +274.3% | +256.7% |
| 10Y | +1,641.8% | +31.5% | +1,610.3% | +1,480.4% |
| All | +1,641.8% | +30.9% | +1,610.9% | +1,480.4% |
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