+296.9%
TSM vs VCIT
+19.8%
+277.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.2% | -11.0% | -11.0% |
| 7D | -18.2% | +0.5% | -18.7% | -18.6% |
| 30D | -26.8% | +2.1% | -28.9% | -28.4% |
| 3M | -14.5% | -1.6% | -12.9% | -12.9% |
| 6M | -10.0% | -1.6% | -8.4% | -8.2% |
| YTD | +17.1% | -1.5% | +18.6% | +19.5% |
| 1Y | +21.5% | -0.4% | +21.9% | +23.2% |
| All | +296.9% | +19.8% | +277.0% | +234.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling