-99.3%
TARA vs VT
+223.7%
-323.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +2.6% | +6.5% | +6.7% |
| 7D | +4.1% | +0.4% | +3.8% | +4.1% |
| 30D | -8.9% | -2.6% | -6.3% | -6.3% |
| 3M | -39.1% | -3.2% | -35.8% | -36.9% |
| 6M | -52.4% | +0.9% | -53.3% | -52.6% |
| YTD | -52.9% | +11.3% | -64.2% | -57.2% |
| 1Y | -41.5% | +14.0% | -55.5% | -48.0% |
| 3Y | +110.9% | +75.8% | +35.1% | +31.3% |
| 5Y | -67.7% | +57.8% | -125.5% | -78.1% |
| 10Y | -99.3% | +219.8% | -319.1% | -99.6% |
| All | -99.3% | +223.7% | -323.0% | -99.6% |
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