+55.9%
TEO vs VT
+345.0%
-289.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.5% | 0.0% |
| 7D | -9.1% | -4.2% | -4.9% | -5.7% |
| 30D | -20.6% | -5.8% | -14.8% | -16.5% |
| 3M | -26.8% | -5.2% | -21.6% | -23.5% |
| 6M | -13.4% | +0.1% | -13.5% | -13.5% |
| YTD | -13.3% | +8.2% | -21.5% | -18.8% |
| 1Y | -18.9% | +10.1% | -29.0% | -25.0% |
| 3Y | +85.5% | +69.7% | +15.8% | +20.2% |
| 5Y | +126.4% | +53.4% | +73.0% | +59.1% |
| 10Y | -9.5% | +219.2% | -228.7% | -67.2% |
| All | +55.9% | +345.0% | -289.1% | -59.3% |
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 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