+103.6%
TPSC vs VT
+123.8%
-20.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | +1.2% |
| 7D | -1.4% | -4.2% | +2.7% | +2.9% |
| 30D | +1.4% | -5.8% | +7.2% | +7.7% |
| 3M | -5.0% | -5.2% | +0.3% | +0.3% |
| 6M | +2.0% | +0.1% | +1.9% | +1.2% |
| YTD | +12.6% | +8.2% | +4.4% | +2.7% |
| 1Y | +14.9% | +10.1% | +4.8% | +2.8% |
| 3Y | +53.6% | +69.7% | -16.1% | -13.1% |
| 5Y | +33.7% | +53.4% | -19.6% | -15.6% |
| All | +103.6% | +123.8% | -20.1% | -13.2% |
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 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