+513.7%
TCBI vs VT
+346.0%
+167.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.3% |
| 7D | -0.7% | -2.3% | +1.6% | +1.9% |
| 30D | +11.5% | -5.0% | +16.5% | +17.9% |
| 3M | +1.8% | -4.9% | +6.6% | +7.4% |
| 6M | -0.9% | -1.5% | +0.7% | 0.0% |
| YTD | +12.0% | +8.5% | +3.6% | +0.8% |
| 1Y | +19.8% | +11.4% | +8.5% | +4.6% |
| 3Y | +78.3% | +70.1% | +8.2% | -3.6% |
| 5Y | +61.4% | +53.7% | +7.6% | -1.4% |
| 10Y | +76.6% | +220.0% | -143.4% | -48.1% |
| All | +513.7% | +346.0% | +167.7% | +56.3% |
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