+126.4%
TEO vs VT
+53.2%
+73.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.5% | +0.6% |
| 7D | -9.1% | -4.2% | -4.9% | -5.1% |
| 30D | -20.6% | -5.8% | -14.8% | -15.8% |
| 3M | -26.8% | -5.2% | -21.6% | -22.9% |
| 6M | -13.4% | +0.1% | -13.5% | -13.7% |
| YTD | -13.3% | +8.2% | -21.5% | -19.9% |
| 1Y | -18.9% | +10.1% | -29.0% | -26.2% |
| 3Y | +85.5% | +69.7% | +15.8% | +15.8% |
| 5Y | +126.4% | +53.4% | +73.0% | +48.3% |
| All | +126.4% | +53.2% | +73.2% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling