+305.4%
TAYD vs VT
+221.8%
+83.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +2.2% | +2.4% | -0.1% | +1.4% |
| 30D | +6.4% | -1.5% | +7.9% | +7.1% |
| 3M | +10.0% | -4.1% | +14.1% | +11.8% |
| 6M | +15.4% | +0.6% | +14.8% | +15.1% |
| YTD | -0.5% | +11.0% | -11.6% | -4.4% |
| 1Y | +28.9% | +13.3% | +15.5% | +22.9% |
| 3Y | +164.9% | +73.4% | +91.5% | +121.6% |
| 5Y | +399.5% | +57.4% | +342.1% | +328.5% |
| All | +305.4% | +221.8% | +83.7% | +206.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling