-10.7%
TCPA vs VT
+11.5%
-22.2%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +6.9% | -2.3% | +9.3% | +7.7% |
| 30D | +8.9% | -5.0% | +13.8% | +10.2% |
| 3M | -5.3% | -4.9% | -0.4% | -4.1% |
| 6M | -8.1% | -1.5% | -6.6% | -7.7% |
| YTD | -10.2% | +8.5% | -18.7% | -12.5% |
| 1Y | -10.7% | +11.4% | -22.1% | -13.4% |
| All | -10.7% | +11.5% | -22.2% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling