-7.0%
TCPC vs VT
+214.8%
-221.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | +1.3% |
| 7D | +1.2% | -4.2% | +5.4% | +5.0% |
| 30D | +7.0% | -5.8% | +12.8% | +12.6% |
| 3M | +27.4% | -5.2% | +32.6% | +33.4% |
| 6M | +6.9% | +0.1% | +6.7% | +6.3% |
| YTD | -10.3% | +8.2% | -18.5% | -16.5% |
| 1Y | -7.1% | +10.1% | -17.2% | -15.0% |
| 3Y | -38.1% | +69.7% | -107.7% | -61.6% |
| 5Y | -39.0% | +53.4% | -92.4% | -59.0% |
| All | -7.0% | +214.8% | -221.8% | -65.3% |
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