-38.8%
TARK vs VT
+78.4%
-117.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +4.4% |
| 7D | -14.0% | -2.3% | -11.7% | -3.7% |
| 30D | -30.5% | -5.0% | -25.6% | -10.6% |
| 3M | -9.3% | -4.9% | -4.5% | +18.1% |
| 6M | -21.8% | -1.5% | -20.2% | -9.5% |
| YTD | -22.9% | +8.5% | -31.4% | -39.7% |
| 1Y | -31.8% | +11.4% | -43.1% | -51.8% |
| 3Y | +74.5% | +70.1% | +4.4% | -74.9% |
| All | -38.8% | +78.4% | -117.3% | -88.0% |
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