-100.0%
TC vs VT
+164.9%
-264.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.3% | -5.3% |
| 7D | -25.0% | -1.6% | -23.4% | -24.6% |
| 30D | -46.7% | -2.5% | -44.3% | -46.3% |
| 3M | -54.1% | -1.3% | -52.8% | -54.0% |
| 6M | -90.5% | +3.1% | -93.6% | -90.8% |
| YTD | -87.1% | +10.9% | -98.0% | -87.8% |
| 1Y | -94.9% | +12.1% | -107.0% | -95.2% |
| 3Y | -99.2% | +73.9% | -173.1% | -99.4% |
| 5Y | -99.9% | +58.0% | -157.8% | -99.9% |
| All | -100.0% | +164.9% | -264.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling