-1.4%
VCIT vs TLN
-1.4%
+0.1%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.9% | -4.8% | -0.1% |
| 7D | -0.5% | +15.9% | -16.4% | -0.8% |
| 30D | +1.0% | -0.3% | +1.3% | +1.0% |
| 3M | -1.4% | +5.8% | -7.2% | -1.6% |
| 6M | -2.1% | -1.2% | -0.9% | -2.3% |
| YTD | -1.8% | +1.0% | -2.8% | -2.4% |
| 1Y | -1.4% | +1.1% | -2.5% | -2.0% |
| All | -1.4% | -1.4% | +0.1% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling