+75.2%
TVC vs VT
+346.0%
-270.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | 0.0% | -2.3% | +2.3% | +0.1% |
| 30D | +0.4% | -5.0% | +5.4% | +0.7% |
| 3M | -0.2% | -4.9% | +4.7% | +0.1% |
| 6M | -0.5% | -1.5% | +1.1% | -0.4% |
| YTD | +0.8% | +8.5% | -7.7% | +0.3% |
| 1Y | +1.4% | +11.4% | -10.0% | +0.8% |
| 3Y | +16.6% | +70.1% | -53.5% | +13.0% |
| 5Y | -1.7% | +53.7% | -55.4% | -4.4% |
| 10Y | +19.6% | +220.0% | -200.3% | +12.9% |
| All | +75.2% | +346.0% | -270.8% | +62.9% |
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