-38.9%
TDAY vs VT
+223.7%
-262.6%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.6% | +2.0% | +0.6% |
| 7D | +16.0% | +0.4% | +15.7% | +15.2% |
| 30D | +0.7% | -2.6% | +3.3% | +4.5% |
| 3M | -5.2% | -3.2% | -2.0% | -0.7% |
| 6M | -10.0% | +0.9% | -10.9% | -13.0% |
| YTD | +33.4% | +11.3% | +22.1% | +9.5% |
| 1Y | +35.2% | +14.0% | +21.2% | +7.0% |
| 3Y | +265.4% | +75.8% | +189.6% | +48.8% |
| 5Y | +22.0% | +57.8% | -35.8% | -39.3% |
| 10Y | -38.9% | +219.8% | -258.7% | -85.3% |
| All | -38.9% | +223.7% | -262.6% | -85.3% |
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