+95.9%
VCIT vs TMF
-56.5%
+152.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.8% | +0.4% |
| 7D | +0.4% | +4.0% | -3.5% | +0.1% |
| 30D | +2.2% | +19.5% | -17.3% | +0.6% |
| 3M | -1.8% | -3.5% | +1.7% | -1.6% |
| 6M | -1.6% | -10.6% | +8.9% | -0.8% |
| YTD | -1.7% | -17.1% | +15.3% | -0.4% |
| 1Y | -0.8% | -24.3% | +23.4% | +1.3% |
| 3Y | +19.3% | -27.2% | +46.5% | +20.8% |
| 5Y | +3.5% | -87.6% | +91.1% | +17.5% |
| 10Y | +28.6% | -84.8% | +113.4% | +39.4% |
| All | +95.9% | -56.5% | +152.4% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling