-99.3%
TARA vs VT
+217.6%
-317.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.7% |
| 7D | +0.8% | -0.1% | +1.0% | +1.3% |
| 30D | -11.8% | -3.1% | -8.7% | -8.8% |
| 3M | -40.9% | -3.5% | -37.4% | -38.6% |
| 6M | -53.9% | +0.5% | -54.4% | -53.9% |
| YTD | -54.4% | +10.8% | -65.2% | -58.4% |
| 1Y | -46.4% | +11.9% | -58.3% | -51.5% |
| 3Y | +104.2% | +73.0% | +31.2% | +29.0% |
| 5Y | -67.7% | +58.6% | -126.3% | -78.2% |
| 10Y | -99.3% | +219.2% | -318.5% | -99.6% |
| All | -99.3% | +217.6% | -317.0% | -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