+49.8%
TCPC vs VT
+347.1%
-297.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +1.7% | -1.6% | +3.3% | +2.9% |
| 30D | +5.5% | -2.5% | +8.0% | +7.5% |
| 3M | +30.1% | -1.3% | +31.4% | +31.5% |
| 6M | +4.9% | +3.1% | +1.8% | +2.2% |
| YTD | -11.7% | +10.9% | -22.7% | -18.6% |
| 1Y | -10.4% | +12.1% | -22.5% | -18.1% |
| 3Y | -39.1% | +73.9% | -113.0% | -60.4% |
| 5Y | -39.9% | +58.0% | -97.9% | -58.3% |
| 10Y | -8.4% | +225.5% | -233.8% | -60.8% |
| All | +49.8% | +347.1% | -297.3% | -43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling