-22.0%
TIC vs VT
+34.0%
-56.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.1% | +0.4% | -2.5% | -2.7% |
| 30D | +14.4% | +1.0% | +13.5% | +13.1% |
| 3M | +10.6% | +2.4% | +8.3% | +7.5% |
| 6M | +1.7% | +12.0% | -10.3% | -11.7% |
| YTD | -7.4% | +15.3% | -22.8% | -21.9% |
| 1Y | -17.4% | +22.6% | -40.0% | -34.0% |
| All | -22.0% | +34.0% | -56.0% | -43.4% |
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