+74.6%
TCAF vs VT
+76.6%
-1.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | +0.4% |
| 7D | -0.2% | -0.3% | +0.1% | +0.1% |
| 30D | +1.5% | -1.4% | +2.9% | +2.8% |
| 3M | +2.4% | -1.4% | +3.8% | +3.6% |
| 6M | +11.2% | +5.5% | +5.8% | +5.7% |
| YTD | +14.4% | +12.8% | +1.6% | +1.9% |
| 1Y | +14.1% | +15.4% | -1.3% | -0.5% |
| All | +74.6% | +76.6% | -1.9% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling