-99.5%
TARA vs VT
+231.6%
-331.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.1% | -5.3% | -5.7% |
| 7D | -15.5% | -4.2% | -11.3% | -12.0% |
| 30D | -16.6% | -5.8% | -10.8% | -11.8% |
| 3M | -46.7% | -5.2% | -41.5% | -44.0% |
| 6M | -60.6% | +0.1% | -60.8% | -60.5% |
| YTD | -60.0% | +8.2% | -68.3% | -62.7% |
| 1Y | -52.0% | +10.1% | -62.1% | -55.9% |
| 3Y | +57.8% | +69.7% | -11.9% | +2.3% |
| 5Y | -70.2% | +53.4% | -123.5% | -79.0% |
| 10Y | -99.3% | +219.2% | -318.5% | -99.7% |
| All | -99.5% | +231.6% | -331.1% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling