+96.1%
VCIT vs TSN
+546.5%
-450.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.1% |
| 7D | +0.1% | +4.6% | -4.5% | 0.0% |
| 30D | +1.9% | +15.4% | -13.5% | +1.7% |
| 3M | -1.4% | +2.9% | -4.3% | -1.5% |
| 6M | -2.1% | -10.8% | +8.7% | -2.0% |
| YTD | -1.6% | +4.5% | -6.1% | -1.7% |
| 1Y | -0.9% | +19.5% | -20.4% | -1.2% |
| 3Y | +20.0% | +42.2% | -22.2% | +19.2% |
| 5Y | +3.1% | -14.2% | +17.3% | +3.0% |
| 10Y | +28.7% | +15.4% | +13.4% | +28.4% |
| All | +96.1% | +546.5% | -450.4% | +104.6% |
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