-15.7%
TCHI vs VT
+67.0%
-82.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | 0.0% |
| 7D | -0.3% | -0.7% | +0.4% | +0.2% |
| 30D | -9.6% | -1.7% | -7.8% | -7.9% |
| 3M | -21.2% | -2.3% | -18.9% | -19.2% |
| 6M | -24.8% | +1.5% | -26.4% | -26.0% |
| YTD | -18.7% | +12.0% | -30.8% | -28.0% |
| 1Y | -22.4% | +12.9% | -35.3% | -31.9% |
| 3Y | +20.9% | +74.9% | -54.0% | -34.4% |
| All | -15.7% | +67.0% | -82.7% | -51.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling