+176.7%
TPC vs VT
+374.2%
-197.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -0.7% | +0.4% | -1.2% | -1.3% |
| 30D | +4.4% | +1.0% | +3.5% | +3.2% |
| 3M | +22.0% | +2.4% | +19.6% | +18.9% |
| 6M | +20.0% | +12.0% | +8.0% | +4.6% |
| YTD | +32.0% | +15.3% | +16.6% | +11.1% |
| 1Y | +45.1% | +22.6% | +22.5% | +13.3% |
| 3Y | +900.2% | +74.7% | +825.5% | +425.8% |
| 5Y | +520.7% | +66.1% | +454.6% | +247.2% |
| 10Y | +274.0% | +225.0% | +49.0% | -12.6% |
| All | +176.7% | +374.2% | -197.5% | -41.8% |
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