-40.8%
TCX vs VT
+69.4%
-110.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -4.1% | -0.9% | -0.8% |
| 7D | +14.3% | -4.2% | +18.5% | +19.3% |
| 30D | +26.9% | -5.8% | +32.7% | +34.5% |
| 3M | -15.6% | -5.2% | -10.3% | -11.0% |
| 6M | -22.5% | +0.1% | -22.7% | -23.9% |
| YTD | -46.8% | +8.2% | -55.1% | -52.4% |
| 1Y | -38.6% | +10.1% | -48.7% | -46.2% |
| All | -40.8% | +69.4% | -110.2% | -71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling