-97.0%
TAOX vs VT
+87.9%
-185.0%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.2% | +8.1% | +7.9% |
| 7D | -10.2% | -2.3% | -7.9% | -6.2% |
| 30D | -35.9% | -5.0% | -30.9% | -29.5% |
| 3M | -26.2% | -4.9% | -21.3% | -18.6% |
| 6M | -60.6% | -1.5% | -59.0% | -58.4% |
| YTD | -31.0% | +8.5% | -39.5% | -35.7% |
| 1Y | -68.3% | +11.4% | -79.6% | -71.3% |
| 3Y | -63.1% | +70.1% | -133.1% | -80.2% |
| 5Y | -99.0% | +53.7% | -152.8% | -99.3% |
| All | -97.0% | +87.9% | -185.0% | -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 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