+753.3%
TT vs VCIT
+28.8%
+724.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | -14.0% | +1.9% | -15.9% | -15.7% |
| 3M | -15.9% | -1.4% | -14.4% | -14.7% |
| 6M | -17.3% | -2.1% | -15.2% | -15.5% |
| YTD | +4.0% | -1.6% | +5.6% | +5.8% |
| 1Y | -7.1% | -0.9% | -6.2% | -6.2% |
| 3Y | +90.2% | +20.0% | +70.3% | +58.4% |
| 5Y | +131.1% | +3.1% | +128.0% | +118.4% |
| All | +753.3% | +28.8% | +724.5% | +709.9% |
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