-35.6%
TPCS vs VT
+57.4%
-92.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.6% | +3.1% | +4.2% |
| 7D | -2.3% | +0.4% | -2.6% | -2.4% |
| 30D | -9.9% | -2.6% | -7.3% | -8.5% |
| 3M | +4.4% | -3.2% | +7.7% | +6.4% |
| 6M | +26.3% | +0.9% | +25.4% | +25.6% |
| YTD | +7.2% | +11.3% | -4.1% | +0.8% |
| 1Y | +9.5% | +14.0% | -4.5% | +1.5% |
| 3Y | -25.9% | +75.8% | -101.7% | -43.4% |
| 5Y | -35.6% | +57.8% | -93.4% | -45.8% |
| All | -35.6% | +57.4% | -92.9% | -45.8% |
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 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