-99.3%
TARA vs VT
+224.7%
-324.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.1% | +6.7% | +6.8% |
| 7D | +11.5% | -0.7% | +12.2% | +12.7% |
| 30D | -5.4% | -1.7% | -3.7% | -3.4% |
| 3M | -33.0% | -2.3% | -30.7% | -31.2% |
| 6M | -50.3% | +1.5% | -51.8% | -50.7% |
| YTD | -50.8% | +12.0% | -62.9% | -55.6% |
| 1Y | -51.1% | +12.9% | -64.0% | -56.1% |
| 3Y | +120.2% | +74.9% | +45.2% | +37.7% |
| 5Y | -64.5% | +59.9% | -124.5% | -76.2% |
| All | -99.3% | +224.7% | -324.0% | -99.5% |
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