+296.2%
TII vs VT
+88.9%
+207.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.9% | +4.5% |
| 7D | +5.9% | +0.4% | +5.4% | -16.5% |
| 30D | +40.3% | +1.0% | +39.3% | -17.9% |
| 3M | +42.1% | +2.4% | +39.7% | -97.1% |
| 6M | -20.0% | +12.0% | -32.0% | -100.0% |
| YTD | +9.5% | +15.3% | -5.9% | -100.0% |
| 1Y | +148.3% | +22.6% | +125.7% | -100.0% |
| 3Y | +583.5% | +74.7% | +508.9% | -100.0% |
| 5Y | +806.1% | +66.1% | +740.0% | -100.0% |
| All | +296.2% | +88.9% | +207.3% | +66,646,940,433.8% |
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 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