-41.1%
TK vs VT
+345.0%
-386.1%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -4.1% | -3.1% | -1.9% |
| 7D | -16.2% | -4.2% | -12.1% | -11.5% |
| 30D | -15.1% | -5.8% | -9.3% | -8.4% |
| 3M | +14.8% | -5.2% | +20.1% | +22.7% |
| 6M | -4.6% | +0.1% | -4.7% | -6.3% |
| YTD | +49.4% | +8.2% | +41.2% | +32.1% |
| 1Y | +39.1% | +10.1% | +29.0% | +19.7% |
| 3Y | +136.6% | +69.7% | +66.9% | +10.3% |
| 5Y | +391.6% | +53.4% | +338.2% | +152.7% |
| 10Y | +204.1% | +219.2% | -15.1% | -41.0% |
| All | -41.1% | +345.0% | -386.1% | -90.7% |
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