-32.2%
TPCS vs VT
+69.7%
-102.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.6% |
| 7D | -8.4% | -2.3% | -6.1% | -6.7% |
| 30D | -14.6% | -5.0% | -9.7% | -11.3% |
| 3M | +5.6% | -4.9% | +10.5% | +9.7% |
| 6M | +20.4% | -1.5% | +21.9% | +21.4% |
| YTD | +1.4% | +8.5% | -7.0% | -5.5% |
| 1Y | +14.5% | +11.4% | +3.1% | +4.2% |
| 3Y | -32.2% | +70.1% | -102.3% | -52.5% |
| All | -32.2% | +69.7% | -102.0% | -52.5% |
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