+459.1%
TIPT vs VT
+395.2%
+63.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.2% | +0.4% | -0.2% | -0.1% |
| 30D | +3.5% | +1.0% | +2.6% | +2.7% |
| 3M | +6.2% | +2.4% | +3.8% | +3.7% |
| 6M | +10.9% | +12.0% | -1.1% | +0.4% |
| YTD | +2.3% | +15.3% | -13.1% | -9.8% |
| 1Y | -19.7% | +22.6% | -42.3% | -32.6% |
| 3Y | +9.9% | +74.7% | -64.8% | -30.7% |
| 5Y | +97.4% | +66.1% | +31.3% | +28.9% |
| 10Y | +296.9% | +225.0% | +71.9% | +69.2% |
| All | +459.1% | +395.2% | +63.9% | +116.8% |
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