-39.5%
TDAY vs VT
+217.6%
-257.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.6% | +1.9% |
| 7D | +21.5% | -0.1% | +21.6% | +21.5% |
| 30D | +1.9% | -3.1% | +5.0% | +6.4% |
| 3M | -2.4% | -3.5% | +1.1% | +2.7% |
| 6M | -8.9% | +0.5% | -9.4% | -11.3% |
| YTD | +35.0% | +10.8% | +24.2% | +11.6% |
| 1Y | +34.4% | +11.9% | +22.5% | +9.5% |
| 3Y | +258.2% | +73.0% | +185.3% | +49.6% |
| 5Y | +27.8% | +58.6% | -30.9% | -37.0% |
| 10Y | -39.5% | +219.2% | -258.7% | -85.6% |
| All | -39.5% | +217.6% | -257.2% | -85.6% |
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