+5.1%
TAK vs VT
+392.8%
-387.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +0.5% | -2.3% | +2.8% | +1.6% |
| 30D | +14.4% | -5.0% | +19.4% | +17.0% |
| 3M | +23.5% | -4.9% | +28.4% | +26.2% |
| 6M | +25.7% | -1.5% | +27.3% | +26.0% |
| YTD | +34.8% | +8.5% | +26.3% | +28.7% |
| 1Y | +54.1% | +11.4% | +42.7% | +45.2% |
| 3Y | +63.8% | +70.1% | -6.3% | +24.4% |
| 5Y | +57.6% | +53.7% | +3.8% | +24.6% |
| 10Y | +1.4% | +220.0% | -218.5% | -43.1% |
| All | +5.1% | +392.8% | -387.7% | -49.0% |
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