-57.4%
TCX vs VT
+224.4%
-281.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -2.2% |
| 7D | +4.9% | -0.7% | +5.6% | +5.8% |
| 30D | +55.3% | -1.7% | +57.1% | +57.5% |
| 3M | +3.0% | -2.3% | +5.3% | +4.9% |
| 6M | -10.2% | +1.5% | -11.7% | -12.0% |
| YTD | -41.3% | +12.0% | -53.3% | -47.9% |
| 1Y | -41.0% | +12.9% | -53.9% | -48.1% |
| 3Y | -31.3% | +74.9% | -106.3% | -59.8% |
| 5Y | -85.1% | +59.9% | -145.0% | -90.5% |
| 10Y | -57.4% | +224.6% | -282.1% | -85.4% |
| All | -57.4% | +224.4% | -281.8% | -85.4% |
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 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