+1,053.4%
TTMI vs VCIT
+28.6%
+1,024.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.9% | +8.9% |
| 7D | +5.9% | -0.3% | +6.2% | +6.3% |
| 30D | -4.3% | -0.8% | -3.5% | -3.5% |
| 3M | -32.0% | -1.0% | -31.0% | -31.2% |
| 6M | +19.5% | -1.8% | +21.3% | +22.5% |
| YTD | +82.0% | -0.7% | +82.7% | +84.6% |
| 1Y | +172.6% | +1.0% | +171.6% | +172.1% |
| 3Y | +744.7% | +18.8% | +725.8% | +622.6% |
| 5Y | +805.6% | +3.5% | +802.1% | +728.4% |
| All | +1,053.4% | +28.6% | +1,024.8% | +1,123.5% |
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