+172.9%
TII vs VT
+53.2%
+119.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.1% | -1.9% | -5.2% |
| 7D | -8.7% | -4.2% | -4.5% | -7.9% |
| 30D | -22.1% | -5.8% | -16.3% | -21.2% |
| 3M | -17.7% | -5.2% | -12.5% | -16.8% |
| 6M | -24.9% | +0.1% | -25.0% | -24.1% |
| YTD | -35.8% | +8.2% | -44.0% | -35.1% |
| 1Y | -28.4% | +10.1% | -38.6% | -27.4% |
| 3Y | +338.3% | +69.7% | +268.6% | +458.4% |
| 5Y | +172.9% | +53.4% | +119.5% | +162.6% |
| All | +172.9% | +53.2% | +119.7% | +162.6% |
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