-21.0%
TAL vs VT
+215.5%
-236.5%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | +2.9% | -2.3% | +5.3% | +5.1% |
| 30D | -20.4% | -5.0% | -15.4% | -16.3% |
| 3M | -18.5% | -4.9% | -13.6% | -14.6% |
| 6M | -11.2% | -1.5% | -9.6% | -10.8% |
| YTD | -6.9% | +8.5% | -15.4% | -15.7% |
| 1Y | -15.5% | +11.4% | -26.8% | -25.7% |
| 3Y | +11.2% | +70.1% | -58.9% | -38.7% |
| 5Y | +161.2% | +53.7% | +107.5% | +64.1% |
| All | -21.0% | +215.5% | -236.5% | -75.4% |
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 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