+125.7%
TT vs VCIT
+3.7%
+122.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.6% |
| 7D | -9.0% | +0.5% | -9.4% | -9.5% |
| 30D | -17.6% | +2.1% | -19.7% | -19.6% |
| 3M | -18.7% | -1.6% | -17.1% | -17.2% |
| 6M | -17.4% | -1.6% | -15.8% | -15.9% |
| YTD | +1.5% | -1.5% | +3.1% | +3.4% |
| 1Y | -9.4% | -0.4% | -9.0% | -8.8% |
| 3Y | +85.1% | +19.6% | +65.5% | +50.6% |
| 5Y | +125.7% | +3.3% | +122.5% | +108.1% |
| All | +125.7% | +3.7% | +122.1% | +108.1% |
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