+107.3%
TPSC vs VT
+130.1%
-22.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | -0.4% |
| 7D | -0.3% | +0.4% | -0.7% | -0.8% |
| 30D | +4.1% | -2.6% | +6.7% | +6.8% |
| 3M | -3.2% | -3.2% | +0.1% | 0.0% |
| 6M | +3.9% | +0.9% | +3.0% | +2.3% |
| YTD | +14.7% | +11.3% | +3.4% | +1.5% |
| 1Y | +17.6% | +14.0% | +3.6% | +1.4% |
| 3Y | +62.2% | +75.8% | -13.7% | -11.6% |
| 5Y | +36.4% | +57.8% | -21.4% | -16.4% |
| All | +107.3% | +130.1% | -22.8% | -14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling