-50.3%
TAIL vs VT
+183.6%
-234.0%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.1% | +7.9% | +1.2% |
| 7D | +4.2% | -4.2% | +8.4% | +1.6% |
| 30D | +6.9% | -5.8% | +12.7% | +3.1% |
| 3M | +0.9% | -5.2% | +6.2% | -2.2% |
| 6M | -3.6% | +0.1% | -3.7% | -3.2% |
| YTD | -7.7% | +8.2% | -15.9% | -2.1% |
| 1Y | -9.1% | +10.1% | -19.2% | -2.4% |
| 3Y | -11.0% | +69.7% | -80.6% | +28.8% |
| 5Y | -34.7% | +53.4% | -88.1% | -7.4% |
| All | -50.3% | +183.6% | -234.0% | +14.9% |
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