+417.0%
TTMI vs VCIT
+3.7%
+413.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.6% |
| 7D | +11.4% | -1.4% | +12.8% | +13.8% |
| 30D | -28.3% | +0.6% | -28.9% | -29.5% |
| 3M | -46.7% | -2.2% | -44.4% | -45.1% |
| 6M | -56.1% | -2.3% | -53.8% | -54.7% |
| YTD | +7.4% | -2.2% | +9.6% | +11.4% |
| 1Y | +17.4% | -1.4% | +18.8% | +20.5% |
| 3Y | +429.1% | +18.7% | +410.4% | +318.1% |
| All | +417.0% | +3.7% | +413.3% | +348.9% |
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 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