-91.4%
TISI vs VT
+222.7%
-314.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.4% |
| 7D | +0.6% | -0.1% | +0.7% | +0.8% |
| 30D | +61.1% | -0.7% | +61.8% | +62.3% |
| 3M | +52.4% | +4.0% | +48.4% | +44.7% |
| 6M | +85.2% | +12.3% | +72.9% | +57.4% |
| YTD | +88.7% | +14.0% | +74.7% | +57.0% |
| 1Y | +38.6% | +20.3% | +18.3% | +7.3% |
| 3Y | +209.4% | +75.4% | +134.0% | +38.0% |
| 5Y | -35.1% | +66.0% | -101.1% | -67.5% |
| 10Y | -91.4% | +228.2% | -319.6% | -98.1% |
| All | -91.4% | +222.7% | -314.1% | -98.1% |
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