+112.2%
TARA vs VT
+74.5%
+37.7%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.6% | -6.3% | -6.1% |
| 7D | +14.6% | +2.9% | +11.7% | +10.8% |
| 30D | -6.9% | -2.5% | -4.4% | -3.2% |
| 3M | -37.3% | -3.3% | -33.9% | -34.2% |
| 6M | -52.6% | +1.5% | -54.2% | -53.3% |
| YTD | -54.2% | +11.4% | -65.6% | -60.2% |
| 1Y | -54.0% | +11.9% | -65.9% | -60.3% |
| All | +112.2% | +74.5% | +37.7% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling