+146.0%
TT vs VCIT
+4.1%
+142.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.2% | -0.3% | +0.1% | +0.2% |
| 30D | -7.4% | -0.8% | -6.6% | -6.6% |
| 3M | -3.2% | -1.0% | -2.2% | -2.1% |
| 6M | +1.1% | -1.8% | +3.0% | +3.4% |
| YTD | +15.6% | -0.7% | +16.3% | +16.7% |
| 1Y | +9.2% | +1.0% | +8.2% | +8.3% |
| 3Y | +124.4% | +18.8% | +105.5% | +84.1% |
| All | +146.0% | +4.1% | +142.0% | +122.4% |
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