+165.5%
TAN vs VT
+215.5%
-50.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.1% | +3.1% |
| 7D | +13.4% | -2.3% | +15.7% | +17.1% |
| 30D | +4.7% | -5.0% | +9.7% | +12.4% |
| 3M | -11.1% | -4.9% | -6.2% | -4.4% |
| 6M | -24.6% | -1.5% | -23.1% | -21.9% |
| YTD | -7.2% | +8.5% | -15.7% | -15.6% |
| 1Y | -9.3% | +11.4% | -20.6% | -20.1% |
| 3Y | +4.5% | +70.1% | -65.6% | -47.9% |
| 5Y | -52.1% | +53.7% | -105.9% | -72.0% |
| All | +165.5% | +215.5% | -50.0% | -33.5% |
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