-97.3%
TAOX vs VT
+87.5%
-184.7%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -4.1% | -8.1% | -5.5% |
| 7D | -25.8% | -4.2% | -21.6% | -19.8% |
| 30D | -48.6% | -5.8% | -42.8% | -42.6% |
| 3M | -32.8% | -5.2% | -27.6% | -25.5% |
| 6M | -58.5% | +0.1% | -58.6% | -57.2% |
| YTD | -36.3% | +8.2% | -44.5% | -40.4% |
| 1Y | -71.0% | +10.1% | -81.2% | -73.4% |
| 3Y | -68.9% | +69.7% | -138.6% | -83.3% |
| 5Y | -99.1% | +53.4% | -152.5% | -99.4% |
| All | -97.3% | +87.5% | -184.7% | -98.3% |
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