-95.1%
TEAD vs VT
+74.5%
-169.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.6% | -3.9% | -3.3% |
| 7D | -2.3% | +2.9% | -5.2% | -7.4% |
| 30D | -63.2% | -2.5% | -60.7% | -59.9% |
| 3M | -73.9% | -3.3% | -70.6% | -71.1% |
| 6M | -82.3% | +1.5% | -83.8% | -82.4% |
| YTD | -75.7% | +11.4% | -87.1% | -79.2% |
| 1Y | -79.0% | +11.9% | -90.9% | -82.1% |
| All | -95.1% | +74.5% | -169.7% | -97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling