+31.2%
VCIT vs TSN
+14.5%
+16.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | -0.1% |
| 7D | -1.4% | -1.4% | 0.0% | -1.4% |
| 30D | +0.6% | +8.5% | -7.9% | +0.3% |
| 3M | -2.2% | +5.3% | -7.5% | -2.4% |
| 6M | -2.3% | -10.5% | +8.2% | -2.0% |
| YTD | -2.2% | +3.0% | -5.1% | -2.4% |
| 1Y | -1.4% | +12.1% | -13.5% | -1.9% |
| 3Y | +18.7% | +43.1% | -24.4% | +16.9% |
| 5Y | +3.6% | -15.1% | +18.7% | +3.6% |
| All | +31.2% | +14.5% | +16.7% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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