-97.0%
TAOX vs VT
+91.9%
-188.9%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.7% | -4.4% |
| 7D | -3.7% | -0.1% | -3.6% | -2.9% |
| 30D | -32.8% | -3.1% | -29.8% | -28.4% |
| 3M | -26.1% | -3.5% | -22.6% | -20.2% |
| 6M | -60.2% | +0.5% | -60.6% | -59.3% |
| YTD | -29.9% | +10.8% | -40.7% | -36.8% |
| 1Y | -67.2% | +11.9% | -79.1% | -70.6% |
| 3Y | -60.2% | +73.0% | -133.1% | -79.1% |
| 5Y | -99.0% | +58.6% | -157.6% | -99.4% |
| All | -97.0% | +91.9% | -188.9% | -98.2% |
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