+203.3%
TK vs VT
+215.5%
-12.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.1% | +1.1% |
| 7D | -14.9% | -2.3% | -12.6% | -12.6% |
| 30D | -14.1% | -5.0% | -9.2% | -9.1% |
| 3M | +12.2% | -4.9% | +17.1% | +18.5% |
| 6M | +0.4% | -1.5% | +1.9% | +1.0% |
| YTD | +51.4% | +8.5% | +43.0% | +35.7% |
| 1Y | +40.3% | +11.4% | +28.9% | +21.5% |
| 3Y | +143.4% | +70.1% | +73.3% | +21.9% |
| 5Y | +398.3% | +53.7% | +344.6% | +181.1% |
| All | +203.3% | +215.5% | -12.2% | -51.8% |
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 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