-52.2%
TAIL vs VT
+195.7%
-247.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | +0.3% |
| 7D | +1.0% | -0.3% | +1.3% | +0.8% |
| 30D | +3.1% | -1.4% | +4.5% | +2.2% |
| 3M | -2.8% | -1.4% | -1.5% | -3.6% |
| 6M | -7.3% | +5.5% | -12.7% | -3.8% |
| YTD | -11.1% | +12.8% | -23.9% | -3.3% |
| 1Y | -13.1% | +15.4% | -28.5% | -4.0% |
| 3Y | -14.2% | +76.9% | -91.1% | +27.2% |
| 5Y | -36.7% | +60.4% | -97.1% | -7.9% |
| All | -52.2% | +195.7% | -247.8% | +13.5% |
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