-39.3%
TLK vs VT
+223.7%
-263.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | +0.7% |
| 7D | +5.1% | +0.4% | +4.7% | +4.7% |
| 30D | -11.1% | -2.6% | -8.5% | -9.6% |
| 3M | -24.5% | -3.2% | -21.3% | -22.8% |
| 6M | -28.0% | +0.9% | -29.0% | -28.8% |
| YTD | -41.3% | +11.3% | -52.6% | -46.0% |
| 1Y | -40.3% | +14.0% | -54.3% | -46.0% |
| 3Y | -37.7% | +75.8% | -113.6% | -58.9% |
| 5Y | -41.0% | +57.8% | -98.8% | -58.2% |
| 10Y | -39.3% | +219.8% | -259.1% | -77.6% |
| All | -39.3% | +223.7% | -263.0% | -77.6% |
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