+322.0%
TSM vs VCIT
+19.7%
+302.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -22.1% |
| 3M | -10.0% | -1.4% | -8.5% | -8.5% |
| 6M | -10.1% | -2.1% | -7.9% | -7.8% |
| YTD | +24.5% | -1.6% | +26.2% | +27.2% |
| 1Y | +31.2% | -0.9% | +32.1% | +33.5% |
| 3Y | +322.0% | +20.0% | +302.0% | +256.4% |
| All | +322.0% | +19.7% | +302.3% | +256.4% |
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 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