+151.8%
TAN vs VT
+221.4%
-69.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +3.0% |
| 7D | +4.8% | +1.0% | +3.8% | +3.4% |
| 30D | -6.9% | -0.2% | -6.6% | -6.5% |
| 3M | -22.7% | +4.5% | -27.3% | -26.8% |
| 6M | -7.8% | +14.1% | -21.8% | -22.0% |
| YTD | 0.0% | +14.8% | -14.7% | -16.0% |
| 1Y | +13.4% | +21.2% | -7.8% | -11.1% |
| 3Y | -11.1% | +76.6% | -87.6% | -57.8% |
| 5Y | -41.0% | +66.6% | -107.6% | -69.1% |
| 10Y | +151.8% | +222.3% | -70.5% | -39.0% |
| All | +151.8% | +221.4% | -69.6% | -39.0% |
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