+3.5%
TAK vs VT
+217.6%
-214.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | +0.9% | -0.1% | +1.0% | +0.8% |
| 30D | +11.7% | -3.1% | +14.8% | +13.4% |
| 3M | +19.3% | -3.5% | +22.8% | +21.3% |
| 6M | +27.2% | +0.5% | +26.7% | +26.0% |
| YTD | +34.3% | +10.8% | +23.5% | +25.7% |
| 1Y | +52.7% | +11.9% | +40.8% | +42.1% |
| 3Y | +63.3% | +73.0% | -9.7% | +16.8% |
| 5Y | +57.1% | +58.6% | -1.5% | +17.4% |
| 10Y | +3.5% | +219.2% | -215.7% | -49.3% |
| All | +3.5% | +217.6% | -214.1% | -49.3% |
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