+551.0%
TCBK vs VT
+374.2%
+176.8%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.1% | +0.4% | +0.6% | +0.6% |
| 30D | -5.8% | +1.0% | -6.8% | -6.9% |
| 3M | +8.1% | +2.4% | +5.7% | +4.3% |
| 6M | +12.5% | +12.0% | +0.5% | -2.4% |
| YTD | +16.5% | +15.3% | +1.2% | -2.4% |
| 1Y | +21.8% | +22.6% | -0.7% | -4.9% |
| 3Y | +71.4% | +74.7% | -3.3% | -10.9% |
| 5Y | +60.6% | +66.1% | -5.5% | -13.4% |
| 10Y | +158.4% | +225.0% | -66.6% | -39.0% |
| All | +551.0% | +374.2% | +176.8% | +77.3% |
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