+270.1%
TSM vs VCIT
+3.6%
+266.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.2% |
| 7D | +14.8% | -1.4% | +16.2% | +16.4% |
| 30D | -8.9% | +0.8% | -9.7% | -9.8% |
| 3M | -5.3% | -1.7% | -3.5% | -3.6% |
| 6M | +2.6% | -2.1% | +4.7% | +4.8% |
| YTD | +34.5% | -2.0% | +36.5% | +37.6% |
| 1Y | +41.0% | -1.5% | +42.5% | +43.6% |
| 3Y | +333.1% | +19.0% | +314.1% | +266.9% |
| 5Y | +270.1% | +3.8% | +266.3% | +222.7% |
| All | +270.1% | +3.6% | +266.5% | +222.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling