+56.0%
TAK vs VT
+53.4%
+2.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.5% | -2.3% | +2.8% | +1.4% |
| 30D | +14.4% | -5.0% | +19.4% | +16.5% |
| 3M | +23.5% | -4.9% | +28.4% | +25.7% |
| 6M | +25.7% | -1.5% | +27.3% | +25.8% |
| YTD | +34.8% | +8.5% | +26.3% | +29.3% |
| 1Y | +54.1% | +11.4% | +42.7% | +46.0% |
| 3Y | +63.8% | +70.1% | -6.3% | +27.8% |
| All | +56.0% | +53.4% | +2.6% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling