+17.1%
VCIT vs TLN
+581.9%
-564.8%
-6.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +0.3% |
| 7D | +0.5% | -9.4% | +9.8% | +0.6% |
| 30D | +2.1% | -15.2% | +17.3% | +2.3% |
| 3M | -1.6% | -4.1% | +2.6% | -1.6% |
| 6M | -1.6% | -17.8% | +16.3% | -1.5% |
| YTD | -1.5% | -15.6% | +14.1% | -1.5% |
| 1Y | -0.4% | -21.6% | +21.2% | -0.4% |
| 3Y | +19.6% | +497.6% | -478.0% | +14.2% |
| All | +17.1% | +581.9% | -564.8% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling