+255.4%
TILT vs VT
+224.4%
+31.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | -0.2% |
| 7D | -0.8% | -0.7% | -0.1% | -0.1% |
| 30D | -0.5% | -1.7% | +1.2% | +1.3% |
| 3M | -1.3% | -2.3% | +1.0% | +1.1% |
| 6M | +4.8% | +1.5% | +3.3% | +2.9% |
| YTD | +13.7% | +12.0% | +1.7% | +0.4% |
| 1Y | +14.8% | +12.9% | +1.9% | +0.6% |
| 3Y | +77.4% | +74.9% | +2.4% | -2.2% |
| 5Y | +64.6% | +59.9% | +4.7% | 0.0% |
| 10Y | +255.4% | +224.6% | +30.8% | +3.9% |
| All | +255.4% | +224.4% | +31.1% | +3.9% |
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