-8.4%
TCPA vs VT
+18.5%
-26.9%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.3% | +0.4% | +0.8% | +1.2% |
| 30D | -2.7% | +1.0% | -3.6% | -2.9% |
| 3M | -5.1% | +2.4% | -7.5% | -5.7% |
| 6M | -8.9% | +12.0% | -20.9% | -12.1% |
| YTD | -7.9% | +15.3% | -23.2% | -11.5% |
| All | -8.4% | +18.5% | -26.9% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling