-7.8%
TAK vs VT
+423.9%
-431.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +2.3% | +0.4% | +1.9% | +2.1% |
| 30D | +10.3% | +1.0% | +9.4% | +9.8% |
| 3M | +19.4% | +2.4% | +17.0% | +17.8% |
| 6M | +1.3% | +12.0% | -10.7% | -4.5% |
| YTD | +18.3% | +15.3% | +3.0% | +9.9% |
| 1Y | +20.7% | +22.6% | -1.9% | +8.8% |
| 3Y | +28.1% | +74.7% | -46.6% | -3.7% |
| 5Y | +16.1% | +66.1% | -50.0% | -11.4% |
| 10Y | -14.0% | +225.0% | -239.0% | -52.2% |
| All | -7.8% | +423.9% | -431.7% | -56.4% |
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