+147.0%
TII vs VT
+84.8%
+62.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.7% | +1.4% | -52.5% |
| 7D | -1.9% | -0.3% | -1.6% | -21.8% |
| 30D | -19.2% | -1.4% | -17.8% | -27.9% |
| 3M | -6.5% | -1.4% | -5.1% | -62.2% |
| 6M | -24.9% | +5.5% | -30.4% | -99.9% |
| YTD | -31.8% | +12.8% | -44.6% | -100.0% |
| 1Y | -20.3% | +15.4% | -35.7% | -100.0% |
| 3Y | +366.0% | +76.9% | +289.1% | -100.0% |
| 5Y | +201.1% | +60.4% | +140.7% | -100.0% |
| All | +147.0% | +84.8% | +62.2% | +26,933,696,021.0% |
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