+228.7%
TCI vs VT
+345.0%
-116.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.9% |
| 7D | -0.4% | -4.2% | +3.8% | +1.3% |
| 30D | +11.3% | -5.8% | +17.1% | +13.9% |
| 3M | +23.2% | -5.2% | +28.5% | +25.8% |
| 6M | +40.4% | +0.1% | +40.2% | +40.0% |
| YTD | -14.3% | +8.2% | -22.6% | -17.1% |
| 1Y | +5.0% | +10.1% | -5.2% | +0.7% |
| 3Y | +63.4% | +69.7% | -6.2% | +32.8% |
| 5Y | +30.5% | +53.4% | -22.9% | +9.3% |
| 10Y | +320.3% | +219.2% | +101.0% | +186.2% |
| All | +228.7% | +345.0% | -116.3% | +108.9% |
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