+66.0%
TCAF vs VT
+67.0%
-1.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.1% | 0.0% | -0.5% |
| 7D | -3.7% | -4.2% | +0.5% | +0.1% |
| 30D | -3.3% | -5.8% | +2.5% | +2.1% |
| 3M | -1.5% | -5.2% | +3.7% | +3.4% |
| 6M | +5.8% | +0.1% | +5.7% | +5.5% |
| YTD | +9.7% | +8.2% | +1.5% | +1.6% |
| 1Y | +9.5% | +10.1% | -0.7% | -0.3% |
| 3Y | +67.9% | +69.7% | -1.7% | +3.3% |
| All | +66.0% | +67.0% | -1.0% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling