+427.4%
TAL vs VT
+403.6%
+23.7%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +3.9% | +0.4% | +3.4% | +3.4% |
| 30D | +2.6% | +1.0% | +1.6% | +1.6% |
| 3M | +27.6% | +2.4% | +25.2% | +24.4% |
| 6M | +17.4% | +12.0% | +5.4% | +5.7% |
| YTD | +13.7% | +15.3% | -1.7% | -0.2% |
| 1Y | +21.0% | +22.6% | -1.6% | +0.7% |
| 3Y | +66.0% | +74.7% | -8.7% | +0.9% |
| 5Y | +142.2% | +66.1% | +76.0% | +57.6% |
| 10Y | +18.9% | +225.0% | -206.1% | -51.6% |
| All | +427.4% | +403.6% | +23.7% | +65.3% |
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