-40.6%
TDAY vs VT
+221.8%
-262.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.6% | +3.8% |
| 7D | +7.9% | +2.4% | +5.6% | +4.3% |
| 30D | -0.8% | -1.5% | +0.7% | +1.2% |
| 3M | +3.7% | -4.1% | +7.8% | +10.2% |
| 6M | -5.5% | +0.6% | -6.0% | -8.0% |
| YTD | +37.7% | +11.0% | +26.6% | +13.5% |
| 1Y | +45.6% | +13.3% | +32.2% | +16.3% |
| 3Y | +285.3% | +73.4% | +211.9% | +60.3% |
| 5Y | +32.0% | +57.4% | -25.4% | -34.0% |
| All | -40.6% | +221.8% | -262.4% | -86.8% |
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 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