+28.9%
VCIT vs TCOM
+3.1%
+25.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.1% |
| 7D | +0.1% | +12.1% | -12.0% | 0.0% |
| 30D | +1.9% | +16.5% | -14.6% | +1.7% |
| 3M | -1.4% | -4.0% | +2.6% | -1.4% |
| 6M | -2.1% | -18.5% | +16.4% | -1.9% |
| YTD | -1.6% | -38.3% | +36.7% | -1.2% |
| 1Y | -0.9% | -36.6% | +35.7% | -0.5% |
| 3Y | +20.0% | +31.1% | -11.2% | +19.3% |
| 5Y | +3.1% | +47.6% | -44.4% | +2.0% |
| All | +28.9% | +3.1% | +25.8% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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