-42.9%
TLK vs VT
+53.4%
-96.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.4% |
| 7D | -0.4% | -2.3% | +1.9% | +0.7% |
| 30D | -14.7% | -5.0% | -9.8% | -12.4% |
| 3M | -25.8% | -4.9% | -20.9% | -23.8% |
| 6M | -29.3% | -1.5% | -27.8% | -29.0% |
| YTD | -42.8% | +8.5% | -51.2% | -45.5% |
| 1Y | -41.2% | +11.4% | -52.5% | -44.8% |
| 3Y | -41.3% | +70.1% | -111.4% | -55.0% |
| All | -42.9% | +53.4% | -96.3% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling