+54.8%
TCMD vs VT
+223.7%
-168.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.5% | -0.8% |
| 7D | +16.3% | +0.4% | +15.9% | +15.8% |
| 30D | +18.5% | -2.6% | +21.1% | +22.2% |
| 3M | -9.9% | -3.2% | -6.6% | -6.4% |
| 6M | +3.7% | +0.9% | +2.7% | +2.3% |
| YTD | -8.3% | +11.3% | -19.6% | -19.0% |
| 1Y | +7.0% | +14.0% | -7.0% | -8.1% |
| 3Y | +149.4% | +75.8% | +73.6% | +27.9% |
| 5Y | -9.1% | +57.8% | -66.9% | -46.0% |
| 10Y | +54.8% | +219.8% | -165.0% | -52.4% |
| All | +54.8% | +223.7% | -168.9% | -52.4% |
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