-100.0%
TC price history and return analytics
+165.1%
-265.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -2.4% | +2.4% | -4.8% | -3.1% |
| 30D | -38.2% | -1.5% | -36.7% | -37.9% |
| 3M | -61.2% | -4.1% | -57.1% | -60.8% |
| 6M | -91.4% | +0.6% | -91.9% | -91.5% |
| YTD | -88.4% | +11.0% | -99.4% | -89.0% |
| 1Y | -95.6% | +13.3% | -109.0% | -95.9% |
| 3Y | -99.2% | +73.4% | -172.6% | -99.3% |
| 5Y | -99.9% | +57.4% | -157.3% | -99.9% |
| All | -100.0% | +165.1% | -265.1% | -100.0% |
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