+98.0%
VCIT vs TSN
+457.0%
-359.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | -0.3% | -6.3% | +6.0% | -0.3% |
| 30D | -0.8% | -10.8% | +10.0% | -0.6% |
| 3M | -1.0% | -8.8% | +7.7% | -0.9% |
| 6M | -1.8% | -16.8% | +15.0% | -1.6% |
| YTD | -0.7% | -10.0% | +9.3% | -0.6% |
| 1Y | +1.0% | -5.3% | +6.2% | +1.0% |
| 3Y | +18.8% | +8.5% | +10.3% | +18.6% |
| 5Y | +3.5% | -22.9% | +26.4% | +3.6% |
| 10Y | +29.2% | -12.6% | +41.9% | +29.0% |
| All | +98.0% | +457.0% | -359.1% | +107.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling