+199.4%
TK vs VT
+223.7%
-24.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | -1.4% |
| 7D | -8.7% | +0.4% | -9.1% | -9.1% |
| 30D | -15.9% | -2.6% | -13.3% | -13.4% |
| 3M | +13.4% | -3.2% | +16.7% | +17.4% |
| 6M | -1.5% | +0.9% | -2.4% | -3.6% |
| YTD | +53.7% | +11.3% | +42.4% | +33.7% |
| 1Y | +42.7% | +14.0% | +28.7% | +20.3% |
| 3Y | +157.6% | +75.8% | +81.7% | +24.1% |
| 5Y | +384.2% | +57.8% | +326.4% | +165.1% |
| 10Y | +199.4% | +219.8% | -20.4% | -52.5% |
| All | +199.4% | +223.7% | -24.3% | -52.5% |
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