+157.6%
TAN vs VT
+221.8%
-64.2%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.2% |
| 7D | -8.6% | +2.4% | -11.0% | -11.6% |
| 30D | -2.3% | -1.5% | -0.8% | -0.3% |
| 3M | -20.6% | -4.1% | -16.5% | -15.7% |
| 6M | -34.7% | +0.6% | -35.3% | -34.4% |
| YTD | -15.2% | +11.0% | -26.2% | -25.3% |
| 1Y | -14.1% | +13.3% | -27.4% | -26.3% |
| 3Y | +0.4% | +73.4% | -73.0% | -51.3% |
| 5Y | -57.9% | +57.4% | -115.4% | -76.2% |
| All | +157.6% | +221.8% | -64.2% | -38.2% |
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 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