+333.4%
TAL vs VT
+372.6%
-39.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.1% | +6.9% | +6.4% |
| 7D | +0.5% | -4.2% | +4.7% | +4.0% |
| 30D | -19.1% | -5.8% | -13.3% | -15.0% |
| 3M | -15.7% | -5.2% | -10.5% | -12.1% |
| 6M | -7.4% | +0.1% | -7.5% | -8.2% |
| YTD | -6.6% | +8.2% | -14.8% | -13.6% |
| 1Y | -14.7% | +10.1% | -24.9% | -22.4% |
| 3Y | +12.0% | +69.7% | -57.7% | -30.5% |
| 5Y | +162.0% | +53.4% | +108.6% | +81.4% |
| 10Y | -20.4% | +219.2% | -239.6% | -66.7% |
| All | +333.4% | +372.6% | -39.2% | +43.2% |
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 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