-11.7%
TCPA vs VT
+13.9%
-25.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.1% |
| 7D | +4.6% | -0.1% | +4.8% | +4.7% |
| 30D | +6.7% | -3.1% | +9.7% | +7.4% |
| 3M | -5.3% | -3.5% | -1.8% | -4.6% |
| 6M | -9.5% | +0.5% | -9.9% | -9.6% |
| YTD | -11.2% | +10.8% | -21.9% | -13.9% |
| 1Y | -11.6% | +11.9% | -23.5% | -14.6% |
| All | -11.7% | +13.9% | -25.5% | -14.8% |
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 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