+5.5%
TAK vs VT
+223.7%
-218.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -1.1% |
| 7D | +1.1% | +0.4% | +0.7% | +0.7% |
| 30D | +12.6% | -2.6% | +15.2% | +14.0% |
| 3M | +20.9% | -3.2% | +24.1% | +22.7% |
| 6M | +28.1% | +0.9% | +27.2% | +26.7% |
| YTD | +35.3% | +11.3% | +24.0% | +26.4% |
| 1Y | +54.4% | +14.0% | +40.4% | +42.2% |
| 3Y | +65.8% | +75.8% | -10.1% | +17.4% |
| 5Y | +55.8% | +57.8% | -2.0% | +16.9% |
| 10Y | +5.5% | +219.8% | -214.3% | -47.8% |
| All | +5.5% | +223.7% | -218.2% | -47.8% |
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