-86.1%
TCX vs VT
+58.5%
-144.6%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.6% | -5.7% | -5.6% |
| 7D | +3.5% | +2.9% | +0.6% | +0.3% |
| 30D | +29.4% | -2.5% | +31.9% | +32.8% |
| 3M | -1.3% | -3.3% | +2.1% | +2.3% |
| 6M | -16.5% | +1.5% | -18.0% | -18.8% |
| YTD | -45.0% | +11.4% | -56.3% | -52.5% |
| 1Y | -42.3% | +11.9% | -54.2% | -50.5% |
| 3Y | -35.7% | +73.9% | -109.5% | -68.5% |
| 5Y | -86.1% | +57.9% | -144.0% | -92.3% |
| All | -86.1% | +58.5% | -144.6% | -92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling