+28.9%
VCIT vs TMF
-84.4%
+113.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | +0.1% | +1.2% | -1.1% | 0.0% |
| 30D | +1.9% | +19.7% | -17.8% | +0.1% |
| 3M | -1.4% | -2.1% | +0.7% | -1.3% |
| 6M | -2.1% | -13.4% | +11.3% | -0.9% |
| YTD | -1.6% | -16.7% | +15.1% | -0.2% |
| 1Y | -0.9% | -23.3% | +22.4% | +1.4% |
| 3Y | +20.0% | -24.8% | +44.8% | +21.3% |
| 5Y | +3.1% | -88.0% | +91.2% | +17.9% |
| All | +28.9% | -84.4% | +113.3% | +38.5% |
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