+666.7%
TILT vs VT
+445.3%
+221.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | 0.0% |
| 7D | +0.2% | -0.3% | +0.5% | +0.5% |
| 30D | +0.5% | -1.4% | +2.0% | +2.0% |
| 3M | -0.6% | -1.4% | +0.8% | +0.7% |
| 6M | +8.1% | +5.5% | +2.7% | +2.4% |
| YTD | +14.6% | +12.8% | +1.8% | +1.4% |
| 1Y | +17.6% | +15.4% | +2.2% | +1.8% |
| 3Y | +78.9% | +76.9% | +2.0% | +2.0% |
| 5Y | +65.9% | +60.4% | +5.5% | +4.3% |
| 10Y | +279.5% | +232.8% | +46.8% | +24.4% |
| All | +666.7% | +445.3% | +221.4% | +79.8% |
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