+159.9%
TPC vs VT
+356.1%
-196.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | +2.5% | -1.6% | +4.1% | +4.7% |
| 30D | -4.5% | -2.5% | -2.0% | -1.1% |
| 3M | -3.3% | -1.3% | -2.0% | -1.3% |
| 6M | -11.4% | +3.1% | -14.5% | -14.0% |
| YTD | +23.9% | +10.9% | +13.0% | +10.1% |
| 1Y | +21.9% | +12.1% | +9.8% | +7.1% |
| 3Y | +1,037.3% | +73.9% | +963.4% | +504.0% |
| 5Y | +480.6% | +58.0% | +422.6% | +246.4% |
| 10Y | +333.0% | +225.5% | +107.5% | +0.9% |
| All | +159.9% | +356.1% | -196.2% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling