+166.9%
TII vs VT
+53.4%
+113.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.5% |
| 7D | -3.0% | -2.3% | -0.7% | -2.5% |
| 30D | -15.4% | -5.0% | -10.4% | -14.5% |
| 3M | -16.5% | -4.9% | -11.6% | -15.5% |
| 6M | -23.1% | -1.5% | -21.6% | -22.4% |
| YTD | -34.8% | +8.5% | -43.3% | -34.1% |
| 1Y | -26.8% | +11.4% | -38.1% | -25.6% |
| 3Y | +323.2% | +70.1% | +253.2% | +439.2% |
| All | +166.9% | +53.4% | +113.5% | +161.2% |
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