+96.3%
VCIT vs TSN
+551.2%
-454.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.5% | +6.9% | -6.4% | +0.3% |
| 30D | +2.1% | +15.7% | -13.6% | +1.9% |
| 3M | -1.6% | +4.3% | -5.8% | -1.7% |
| 6M | -1.6% | -10.6% | +9.0% | -1.4% |
| YTD | -1.5% | +5.2% | -6.7% | -1.6% |
| 1Y | -0.4% | +18.7% | -19.1% | -0.7% |
| 3Y | +19.6% | +41.8% | -22.2% | +18.8% |
| 5Y | +3.3% | -13.6% | +16.8% | +3.2% |
| 10Y | +28.9% | +16.2% | +12.7% | +28.6% |
| All | +96.3% | +551.2% | -454.8% | +104.8% |
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