+6,446.4%
TSM vs VCIT
+98.3%
+6,348.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.7% | -0.3% | +3.1% | +2.9% |
| 30D | +3.6% | -0.8% | +4.4% | +4.0% |
| 3M | -3.4% | -1.0% | -2.4% | -2.8% |
| 6M | +20.6% | -1.8% | +22.5% | +22.0% |
| YTD | +41.9% | -0.7% | +42.6% | +42.7% |
| 1Y | +84.4% | +1.0% | +83.4% | +84.0% |
| 3Y | +380.2% | +18.8% | +361.4% | +343.7% |
| 5Y | +275.3% | +3.5% | +271.9% | +255.8% |
| 10Y | +1,751.4% | +29.2% | +1,722.2% | +1,665.6% |
| All | +6,446.4% | +98.3% | +6,348.1% | +9,110.2% |
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