+132.3%
TII vs VT
+77.3%
+55.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.9% | +125.5% |
| 7D | -8.7% | -4.2% | -4.5% | +64.0% |
| 30D | -22.1% | -5.8% | -16.3% | +90.0% |
| 3M | -17.7% | -5.2% | -12.5% | -24.4% |
| 6M | -24.9% | +0.1% | -25.0% | -99.8% |
| YTD | -35.8% | +8.2% | -44.0% | -100.0% |
| 1Y | -28.4% | +10.1% | -38.6% | -100.0% |
| 3Y | +338.3% | +69.7% | +268.6% | -100.0% |
| 5Y | +172.9% | +53.4% | +119.5% | -100.0% |
| All | +132.3% | +77.3% | +55.0% | +60,307,225,782.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling