-97.5%
TEAD vs VT
+71.5%
-169.0%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.3% | -4.3% |
| 7D | +5.4% | +0.4% | +5.0% | +4.8% |
| 30D | -39.1% | +1.0% | -40.0% | -39.9% |
| 3M | -56.2% | +2.4% | -58.6% | -58.4% |
| 6M | -42.6% | +12.0% | -54.6% | -52.7% |
| YTD | -28.4% | +15.3% | -43.7% | -43.7% |
| 1Y | -69.8% | +22.6% | -92.4% | -77.8% |
| 3Y | -91.5% | +74.7% | -166.2% | -96.3% |
| 5Y | -97.2% | +66.1% | -163.3% | -98.6% |
| All | -97.5% | +71.5% | -169.0% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling