+934.6%
TAYD vs VT
+374.2%
+560.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +3.6% | +0.4% | +3.2% | +3.5% |
| 30D | +17.8% | +1.0% | +16.8% | +17.4% |
| 3M | +18.3% | +2.4% | +15.9% | +17.2% |
| 6M | -30.3% | +12.0% | -42.3% | -33.2% |
| YTD | +6.4% | +15.3% | -9.0% | +0.8% |
| 1Y | +26.1% | +22.6% | +3.5% | +16.8% |
| 3Y | +178.2% | +74.7% | +103.5% | +129.0% |
| 5Y | +429.2% | +66.1% | +363.0% | +338.9% |
| 10Y | +220.5% | +225.0% | -4.5% | +105.6% |
| All | +934.6% | +374.2% | +560.4% | +751.8% |
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