+13.3%
TAFI vs VT
+93.2%
-79.9%
-2.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -0.5% | +2.4% | -2.8% | -0.5% |
| 30D | +1.2% | -1.5% | +2.7% | +1.3% |
| 3M | +0.1% | -4.1% | +4.2% | +0.2% |
| 6M | +0.7% | +0.6% | +0.1% | +0.6% |
| YTD | +1.4% | +11.0% | -9.7% | +1.1% |
| 1Y | +1.8% | +13.3% | -11.6% | +1.4% |
| 3Y | +11.1% | +73.4% | -62.3% | +9.2% |
| All | +13.3% | +93.2% | -79.9% | +11.0% |
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