-43.5%
TLK vs VT
+214.8%
-258.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +5.9% | +4.8% |
| 7D | -2.4% | -4.2% | +1.8% | +0.5% |
| 30D | -14.9% | -5.8% | -9.1% | -11.3% |
| 3M | -26.0% | -5.2% | -20.8% | -23.3% |
| 6M | -29.2% | +0.1% | -29.3% | -29.6% |
| YTD | -43.6% | +8.2% | -51.9% | -47.1% |
| 1Y | -43.3% | +10.1% | -53.5% | -47.5% |
| 3Y | -41.5% | +69.7% | -111.1% | -60.3% |
| 5Y | -43.5% | +53.4% | -96.9% | -59.2% |
| All | -43.5% | +214.8% | -258.3% | -79.2% |
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