-59.8%
TALO vs VT
+147.0%
-206.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -4.9% |
| 7D | -11.2% | +0.4% | -11.5% | -11.8% |
| 30D | -13.0% | -2.6% | -10.4% | -10.2% |
| 3M | +1.7% | -3.2% | +4.9% | +5.3% |
| 6M | -2.5% | +0.9% | -3.4% | -6.3% |
| YTD | +32.7% | +11.3% | +21.4% | +7.7% |
| 1Y | +40.8% | +14.0% | +26.8% | +10.1% |
| 3Y | +3.7% | +75.8% | -72.2% | -56.8% |
| 5Y | +26.1% | +57.8% | -31.7% | -37.7% |
| All | -59.8% | +147.0% | -206.8% | -88.6% |
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