+75.4%
TVC vs VT
+374.2%
-298.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | -0.3% | +0.4% | -0.8% | -0.3% |
| 30D | -0.1% | +1.0% | -1.0% | -0.1% |
| 3M | +0.3% | +2.4% | -2.0% | +0.2% |
| 6M | -0.8% | +12.0% | -12.8% | -1.4% |
| YTD | +0.9% | +15.3% | -14.4% | +0.1% |
| 1Y | +2.6% | +22.6% | -20.0% | +1.4% |
| 3Y | +16.6% | +74.7% | -58.0% | +12.9% |
| 5Y | +2.0% | +66.1% | -64.1% | -1.2% |
| 10Y | +21.2% | +225.0% | -203.8% | +14.2% |
| All | +75.4% | +374.2% | -298.8% | +62.6% |
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