+28.8%
VCIT vs TD
+294.7%
-265.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.1% |
| 7D | -0.3% | +0.3% | -0.7% | -0.4% |
| 30D | -0.8% | +0.4% | -1.2% | -0.8% |
| 3M | -1.0% | +7.6% | -8.6% | -1.4% |
| 6M | -1.8% | +25.0% | -26.8% | -3.0% |
| YTD | -0.7% | +31.0% | -31.7% | -2.2% |
| 1Y | +1.0% | +65.2% | -64.2% | -1.7% |
| 3Y | +18.8% | +122.5% | -103.6% | +13.7% |
| 5Y | +3.5% | +124.8% | -121.3% | -1.2% |
| All | +28.8% | +294.7% | -265.9% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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