+442.8%
TIPT vs VT
+384.5%
+58.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.1% |
| 7D | +4.3% | -0.3% | +4.6% | +4.5% |
| 30D | +3.5% | -1.4% | +5.0% | +4.7% |
| 3M | +0.9% | -1.4% | +2.3% | +1.9% |
| 6M | +6.0% | +5.5% | +0.5% | +0.9% |
| YTD | -0.7% | +12.8% | -13.5% | -10.9% |
| 1Y | -0.5% | +15.4% | -15.9% | -12.4% |
| 3Y | +7.9% | +76.9% | -69.0% | -32.8% |
| 5Y | +17.7% | +60.4% | -42.7% | -21.0% |
| 10Y | +262.7% | +232.8% | +29.9% | +54.1% |
| All | +442.8% | +384.5% | +58.3% | +114.0% |
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