+5,303.8%
TSM vs VCIT
+96.6%
+5,207.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +0.2% | -11.0% | -10.9% |
| 7D | -18.2% | +0.5% | -18.7% | -18.4% |
| 30D | -26.8% | +2.1% | -28.9% | -27.6% |
| 3M | -14.5% | -1.6% | -12.9% | -13.8% |
| 6M | -10.0% | -1.6% | -8.4% | -9.2% |
| YTD | +17.1% | -1.5% | +18.6% | +18.2% |
| 1Y | +21.5% | -0.4% | +21.9% | +22.0% |
| 3Y | +300.4% | +19.6% | +280.8% | +269.1% |
| 5Y | +224.7% | +3.3% | +221.4% | +208.6% |
| 10Y | +1,372.7% | +28.9% | +1,343.8% | +1,313.1% |
| All | +5,303.8% | +96.6% | +5,207.1% | +7,533.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling