-41.8%
TCX vs VT
+74.0%
-115.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.7% | -4.6% |
| 7D | -7.6% | +2.4% | -9.9% | -9.7% |
| 30D | +22.3% | -1.5% | +23.8% | +23.8% |
| 3M | -2.1% | -4.1% | +2.0% | +2.1% |
| 6M | -20.7% | +0.6% | -21.3% | -21.9% |
| YTD | -47.7% | +11.0% | -58.7% | -54.4% |
| 1Y | -43.9% | +13.3% | -57.2% | -52.3% |
| 3Y | -41.8% | +73.4% | -115.2% | -72.6% |
| All | -41.8% | +74.0% | -115.9% | -72.6% |
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