+31.4%
VCIT vs TMF
-81.8%
+113.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.8% | -0.2% |
| 7D | -1.4% | -8.2% | +6.8% | -0.6% |
| 30D | +0.8% | +5.3% | -4.5% | +0.2% |
| 3M | -1.7% | -8.5% | +6.7% | -1.0% |
| 6M | -2.1% | -17.2% | +15.1% | -0.4% |
| YTD | -2.0% | -23.4% | +21.4% | +0.2% |
| 1Y | -1.5% | -30.2% | +28.8% | +1.7% |
| 3Y | +19.0% | -32.9% | +51.9% | +21.6% |
| 5Y | +3.8% | -88.5% | +92.3% | +19.3% |
| All | +31.4% | -81.8% | +113.3% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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