+145.3%
TCMD vs VT
+225.4%
-80.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +1.7% | +8.0% | +7.8% |
| 7D | +13.7% | -0.3% | +14.0% | +14.3% |
| 30D | +21.0% | -1.4% | +22.4% | +23.1% |
| 3M | -9.8% | -1.4% | -8.4% | -8.3% |
| 6M | +21.2% | +5.5% | +15.7% | +14.0% |
| YTD | -6.3% | +12.8% | -19.1% | -18.3% |
| 1Y | +22.5% | +15.4% | +7.1% | +4.2% |
| 3Y | +110.9% | +76.9% | +34.0% | +8.7% |
| 5Y | -26.1% | +60.4% | -86.5% | -56.5% |
| 10Y | +56.7% | +232.8% | -176.1% | -46.4% |
| All | +145.3% | +225.4% | -80.1% | -11.8% |
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