-23.1%
TLK vs VT
+224.5%
-247.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.9% | +0.4% | +1.4% | +1.5% |
| 30D | +0.3% | +1.0% | -0.6% | -0.4% |
| 3M | +0.4% | +2.4% | -1.9% | -1.5% |
| 6M | -20.2% | +12.0% | -32.2% | -26.7% |
| YTD | -23.6% | +15.3% | -38.9% | -31.3% |
| 1Y | -16.4% | +22.6% | -39.0% | -28.2% |
| 3Y | -24.0% | +74.7% | -98.7% | -49.7% |
| 5Y | -16.3% | +66.1% | -82.5% | -43.2% |
| All | -23.1% | +224.5% | -247.6% | -71.8% |
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