+89.8%
TEO vs VT
+69.7%
+20.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.3% |
| 7D | -6.0% | -2.3% | -3.7% | -3.5% |
| 30D | -21.0% | -5.0% | -16.0% | -16.3% |
| 3M | -27.8% | -4.9% | -22.9% | -23.6% |
| 6M | -18.9% | -1.5% | -17.3% | -17.9% |
| YTD | -14.1% | +8.5% | -22.6% | -22.6% |
| 1Y | -18.5% | +11.4% | -29.9% | -28.6% |
| 3Y | +89.8% | +70.1% | +19.7% | +33.7% |
| All | +89.8% | +69.7% | +20.0% | +33.7% |
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