-99.0%
TARA vs VT
+253.4%
-352.4%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | +3.1% | +0.4% | +2.7% | +2.7% |
| 30D | -1.5% | +1.0% | -2.5% | -2.4% |
| 3M | -10.7% | +2.4% | -13.0% | -12.6% |
| 6M | -36.5% | +12.0% | -48.5% | -42.4% |
| YTD | -26.1% | +15.3% | -41.4% | -35.1% |
| 1Y | +24.3% | +22.6% | +1.7% | +3.7% |
| 3Y | +80.7% | +74.7% | +6.1% | +13.9% |
| 5Y | -50.1% | +66.1% | -116.3% | -67.3% |
| 10Y | -98.9% | +225.0% | -323.9% | -99.6% |
| All | -99.0% | +253.4% | -352.4% | -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 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