-75.8%
TAN vs VT
+374.2%
-450.0%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.3% | +0.4% | -1.7% | -1.9% |
| 30D | -6.3% | +1.0% | -7.3% | -7.5% |
| 3M | -31.8% | +2.4% | -34.2% | -33.5% |
| 6M | -12.4% | +12.0% | -24.5% | -24.9% |
| YTD | -2.2% | +15.3% | -17.5% | -19.5% |
| 1Y | +14.3% | +22.6% | -8.3% | -13.4% |
| 3Y | -17.3% | +74.7% | -91.9% | -62.3% |
| 5Y | -43.8% | +66.1% | -110.0% | -72.0% |
| 10Y | +147.0% | +225.0% | -78.0% | -52.6% |
| All | -75.8% | +374.2% | -450.0% | -97.0% |
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 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