+526.2%
TCBI vs VT
+345.0%
+181.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | +1.9% |
| 7D | +0.4% | -4.2% | +4.6% | +5.3% |
| 30D | +10.9% | -5.8% | +16.7% | +18.5% |
| 3M | +3.3% | -5.2% | +8.6% | +9.5% |
| 6M | +2.8% | +0.1% | +2.7% | +1.8% |
| YTD | +14.3% | +8.2% | +6.1% | +3.1% |
| 1Y | +21.5% | +10.1% | +11.3% | +7.4% |
| 3Y | +79.2% | +69.7% | +9.5% | -2.9% |
| 5Y | +64.6% | +53.4% | +11.3% | +0.9% |
| 10Y | +80.2% | +219.2% | -139.0% | -46.9% |
| All | +526.2% | +345.0% | +181.2% | +59.9% |
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