-20.8%
TAL vs VT
+214.8%
-235.6%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.1% | +6.9% | +7.1% |
| 7D | +0.5% | -4.2% | +4.7% | +4.7% |
| 30D | -19.1% | -5.8% | -13.3% | -14.2% |
| 3M | -15.7% | -5.2% | -10.5% | -11.4% |
| 6M | -7.4% | +0.1% | -7.5% | -8.6% |
| YTD | -6.6% | +8.2% | -14.8% | -15.2% |
| 1Y | -14.7% | +10.1% | -24.9% | -24.1% |
| 3Y | +12.0% | +69.7% | -57.7% | -38.1% |
| 5Y | +162.0% | +53.4% | +108.6% | +65.0% |
| All | -20.8% | +214.8% | -235.6% | -75.2% |
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