+98.0%
VCIT vs TCOM
+137.3%
-39.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -0.3% | -9.5% | +9.2% | -0.3% |
| 30D | -0.8% | -10.7% | +10.0% | -0.7% |
| 3M | -1.0% | -14.6% | +13.6% | -1.0% |
| 6M | -1.8% | -19.3% | +17.5% | -1.8% |
| YTD | -0.7% | -42.9% | +42.2% | -0.5% |
| 1Y | +1.0% | -43.8% | +44.8% | +1.2% |
| 3Y | +18.8% | +2.1% | +16.7% | +18.8% |
| 5Y | +3.5% | +31.2% | -27.7% | +3.2% |
| 10Y | +29.2% | -13.9% | +43.1% | +28.7% |
| All | +98.0% | +137.3% | -39.3% | +99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling