-54.7%
TCX vs VT
+223.7%
-278.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.6% | +3.9% | +4.1% |
| 7D | +12.6% | +0.4% | +12.2% | +12.4% |
| 30D | +47.9% | -2.6% | +50.5% | +51.3% |
| 3M | -13.8% | -3.2% | -10.5% | -11.3% |
| 6M | -11.5% | +0.9% | -12.4% | -12.8% |
| YTD | -39.7% | +11.3% | -51.0% | -46.2% |
| 1Y | -32.2% | +14.0% | -46.2% | -40.8% |
| 3Y | -28.9% | +75.8% | -104.7% | -58.5% |
| 5Y | -84.9% | +57.8% | -142.8% | -90.3% |
| 10Y | -54.7% | +219.8% | -274.5% | -83.7% |
| All | -54.7% | +223.7% | -278.4% | -83.7% |
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