+846.3%
TAYD vs VT
+346.0%
+500.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.8% | +3.0% |
| 7D | +1.8% | -2.3% | +4.1% | +2.7% |
| 30D | -3.9% | -5.0% | +1.0% | -2.1% |
| 3M | +7.0% | -4.9% | +11.9% | +9.1% |
| 6M | +10.4% | -1.5% | +12.0% | +11.0% |
| YTD | -2.7% | +8.5% | -11.2% | -5.7% |
| 1Y | +19.8% | +11.4% | +8.4% | +14.9% |
| 3Y | +161.1% | +70.1% | +91.0% | +117.6% |
| 5Y | +395.4% | +53.7% | +341.7% | +322.8% |
| 10Y | +301.6% | +220.0% | +81.7% | +159.5% |
| All | +846.3% | +346.0% | +500.2% | +696.9% |
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