+1,053.4%
TTMI vs VCIT
+98.3%
+955.1%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.9% | +8.9% |
| 7D | +5.9% | -0.3% | +6.2% | +6.1% |
| 30D | -4.3% | -0.8% | -3.5% | -3.9% |
| 3M | -32.0% | -1.0% | -31.0% | -31.7% |
| 6M | +19.5% | -1.8% | +21.3% | +20.7% |
| YTD | +82.0% | -0.7% | +82.7% | +83.2% |
| 1Y | +172.6% | +1.0% | +171.6% | +172.6% |
| 3Y | +744.7% | +18.8% | +725.8% | +699.9% |
| 5Y | +805.6% | +3.5% | +802.1% | +727.1% |
| 10Y | +1,057.6% | +29.2% | +1,028.4% | +1,123.3% |
| All | +1,053.4% | +98.3% | +955.1% | +2,080.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling