+911.5%
TT vs VCIT
+29.2%
+882.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.2% | -0.3% | +0.1% | +0.1% |
| 30D | -7.4% | -0.8% | -6.6% | -6.6% |
| 3M | -3.2% | -1.0% | -2.2% | -2.2% |
| 6M | +1.1% | -1.8% | +3.0% | +3.2% |
| YTD | +15.6% | -0.7% | +16.3% | +16.6% |
| 1Y | +9.2% | +1.0% | +8.2% | +8.3% |
| 3Y | +124.4% | +18.8% | +105.5% | +88.5% |
| 5Y | +138.0% | +3.5% | +134.5% | +124.4% |
| All | +911.5% | +29.2% | +882.3% | +892.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling