+3.8%
VCIT vs TCOM
+30.8%
-27.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -0.3% | -9.5% | +9.2% | -0.2% |
| 30D | -0.8% | -10.7% | +10.0% | -0.6% |
| 3M | -1.0% | -14.6% | +13.6% | -0.8% |
| 6M | -1.8% | -19.3% | +17.5% | -1.6% |
| YTD | -0.7% | -42.9% | +42.2% | 0.0% |
| 1Y | +1.0% | -43.8% | +44.8% | +1.7% |
| 3Y | +18.8% | +2.1% | +16.7% | +18.3% |
| All | +3.8% | +30.8% | -27.0% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling