-99.3%
TARA vs VT
+221.8%
-321.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +4.0% |
| 7D | +10.0% | +2.4% | +7.6% | +7.9% |
| 30D | +2.0% | -1.5% | +3.5% | +4.0% |
| 3M | -35.8% | -4.1% | -31.7% | -32.9% |
| 6M | -51.3% | +0.6% | -51.9% | -51.3% |
| YTD | -52.5% | +11.0% | -63.6% | -56.8% |
| 1Y | -52.0% | +13.3% | -65.3% | -57.1% |
| 3Y | +120.0% | +73.4% | +46.6% | +38.8% |
| 5Y | -65.5% | +57.4% | -123.0% | -76.6% |
| All | -99.3% | +221.8% | -321.1% | -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