-52.6%
TPCS vs VT
+363.9%
-416.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.4% |
| 7D | -3.3% | -0.3% | -3.0% | -3.1% |
| 30D | -0.4% | -1.4% | +1.1% | +0.3% |
| 3M | +12.5% | -1.4% | +13.9% | +13.3% |
| 6M | +27.3% | +5.5% | +21.9% | +24.0% |
| YTD | +9.9% | +12.8% | -2.9% | +3.8% |
| 1Y | +16.2% | +15.4% | +0.8% | +8.5% |
| 3Y | -26.4% | +76.9% | -103.2% | -43.2% |
| 5Y | -34.9% | +60.4% | -95.3% | -48.0% |
| 10Y | +165.5% | +232.8% | -67.3% | +49.4% |
| All | -52.6% | +363.9% | -416.5% | -81.7% |
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