-18.9%
TCHI vs VT
+65.5%
-84.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.6% |
| 7D | -3.2% | +2.4% | -5.5% | -5.6% |
| 30D | -10.3% | -1.5% | -8.8% | -8.9% |
| 3M | -24.5% | -4.1% | -20.4% | -21.0% |
| 6M | -29.8% | +0.6% | -30.4% | -30.2% |
| YTD | -21.9% | +11.0% | -32.9% | -30.1% |
| 1Y | -24.3% | +13.3% | -37.7% | -33.8% |
| 3Y | +14.4% | +73.4% | -59.0% | -37.3% |
| All | -18.9% | +65.5% | -84.4% | -52.7% |
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