-100.0%
TC vs VT
+175.4%
-275.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | -5.7% | +0.4% | -6.2% | -5.9% |
| 30D | -3.9% | +1.0% | -4.9% | -4.3% |
| 3M | -77.5% | +2.4% | -79.9% | -77.9% |
| 6M | -82.1% | +12.0% | -94.1% | -83.0% |
| YTD | -71.7% | +15.3% | -87.1% | -73.5% |
| 1Y | -84.2% | +22.6% | -106.7% | -85.5% |
| 3Y | -98.7% | +74.7% | -173.4% | -99.0% |
| 5Y | -99.7% | +66.1% | -165.8% | -99.7% |
| All | -100.0% | +175.4% | -275.4% | -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 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