+22.1%
TAXF vs VT
+154.6%
-132.5%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.9% | +0.4% | -1.4% | -0.9% |
| 30D | -1.4% | +1.0% | -2.3% | -1.4% |
| 3M | -2.0% | +2.4% | -4.4% | -2.2% |
| 6M | -1.6% | +12.0% | -13.6% | -2.3% |
| YTD | 0.0% | +15.3% | -15.4% | -1.0% |
| 1Y | +3.8% | +22.6% | -18.8% | +2.4% |
| 3Y | +11.1% | +74.7% | -63.5% | +7.0% |
| 5Y | +2.9% | +66.1% | -63.2% | -0.8% |
| All | +22.1% | +154.6% | -132.5% | +11.4% |
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 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