+54.7%
TCAI vs VT
+21.3%
+33.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.4% | +5.3% |
| 7D | -3.3% | -1.6% | -1.7% | +0.5% |
| 30D | -19.1% | -2.5% | -16.6% | -13.7% |
| 3M | -18.3% | -1.3% | -17.0% | -14.9% |
| 6M | -15.5% | +3.1% | -18.6% | -18.3% |
| YTD | +31.3% | +10.9% | +20.4% | +11.2% |
| 1Y | +16.0% | +12.1% | +3.9% | -3.3% |
| All | +54.7% | +21.3% | +33.4% | +16.2% |
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