+396.7%
TTMI vs VCIT
+28.8%
+367.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.1% | +7.0% | +7.0% |
| 7D | -19.8% | +0.1% | -19.9% | -20.0% |
| 30D | -48.1% | +1.9% | -50.0% | -49.5% |
| 3M | -51.2% | -1.4% | -49.8% | -50.6% |
| 6M | -59.6% | -2.1% | -57.5% | -58.7% |
| YTD | -3.6% | -1.6% | -2.0% | -1.6% |
| 1Y | -2.3% | -0.9% | -1.4% | -1.0% |
| 3Y | +369.4% | +20.0% | +349.4% | +296.5% |
| 5Y | +365.4% | +3.1% | +362.3% | +327.4% |
| All | +396.7% | +28.8% | +367.9% | +403.5% |
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