-100.0%
TC vs VT
+158.5%
-258.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.1% | -0.5% | -3.3% |
| 7D | -24.3% | -4.2% | -20.2% | -23.3% |
| 30D | -48.1% | -5.8% | -42.3% | -47.2% |
| 3M | -59.0% | -5.2% | -53.8% | -58.4% |
| 6M | -91.2% | +0.1% | -91.3% | -91.3% |
| YTD | -87.9% | +8.2% | -96.2% | -88.5% |
| 1Y | -95.4% | +10.1% | -105.5% | -95.6% |
| 3Y | -99.3% | +69.7% | -168.9% | -99.4% |
| 5Y | -99.9% | +53.4% | -153.2% | -99.9% |
| All | -100.0% | +158.5% | -258.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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