+317.0%
TCI vs VT
+215.5%
+101.5%
-69.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -0.2% | -2.3% | +2.1% | +1.5% |
| 30D | +10.3% | -5.0% | +15.2% | +14.4% |
| 3M | +24.1% | -4.9% | +29.0% | +28.5% |
| 6M | +37.2% | -1.5% | +38.7% | +38.0% |
| YTD | -15.0% | +8.5% | -23.5% | -20.6% |
| 1Y | +6.8% | +11.4% | -4.6% | -2.5% |
| 3Y | +65.5% | +70.1% | -4.6% | +9.0% |
| 5Y | +29.5% | +53.7% | -24.2% | -8.7% |
| All | +317.0% | +215.5% | +101.5% | +81.4% |
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