-15.3%
TCPC vs VT
+217.6%
-232.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.7% |
| 7D | -1.7% | -0.1% | -1.5% | -1.7% |
| 30D | +3.0% | -3.1% | +6.1% | +5.6% |
| 3M | +9.5% | -3.5% | +13.0% | +12.7% |
| 6M | +8.0% | +0.5% | +7.6% | +7.2% |
| YTD | -13.2% | +10.8% | -24.0% | -20.9% |
| 1Y | -12.5% | +11.9% | -24.4% | -21.1% |
| 3Y | -39.9% | +73.0% | -112.9% | -63.4% |
| 5Y | -39.5% | +58.6% | -98.1% | -60.6% |
| 10Y | -15.3% | +219.2% | -234.5% | -68.7% |
| All | -15.3% | +217.6% | -232.9% | -68.7% |
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