+528.2%
TPC vs VT
+66.2%
+462.0%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -0.7% | +0.4% | -1.2% | -1.4% |
| 30D | +4.4% | +1.0% | +3.5% | +3.0% |
| 3M | +22.0% | +2.4% | +19.6% | +18.3% |
| 6M | +20.0% | +12.0% | +8.0% | +2.0% |
| YTD | +32.0% | +15.3% | +16.6% | +7.8% |
| 1Y | +45.1% | +22.6% | +22.5% | +8.6% |
| 3Y | +900.2% | +74.7% | +825.5% | +398.2% |
| All | +528.2% | +66.2% | +462.0% | +234.3% |
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