-25.8%
TE vs VTV
+28.2%
-54.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -6.4% |
| 7D | +3.8% | +1.8% | +2.0% | +0.1% |
| 30D | -26.2% | +6.0% | -32.2% | -35.0% |
| 3M | -49.7% | +3.7% | -53.4% | -53.5% |
| 6M | -46.5% | +13.9% | -60.4% | -57.7% |
| YTD | -59.1% | +22.8% | -81.9% | -69.2% |
| 1Y | -25.8% | +27.9% | -53.7% | -49.9% |
| All | -25.8% | +28.2% | -54.1% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 1y: compounded portfolio wealth divided by compounded VTV 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…
1y analysis · Full analysis span regression · 6 months rolling