+61.2%
TLK vs VT
+363.9%
-302.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +2.1% |
| 7D | -5.9% | -0.3% | -5.6% | -5.7% |
| 30D | -16.6% | -1.4% | -15.2% | -15.7% |
| 3M | -29.6% | -1.4% | -28.2% | -28.9% |
| 6M | -30.8% | +5.5% | -36.3% | -33.7% |
| YTD | -44.7% | +12.8% | -57.5% | -49.6% |
| 1Y | -43.3% | +15.4% | -58.7% | -49.3% |
| 3Y | -42.5% | +76.9% | -119.4% | -62.8% |
| 5Y | -44.3% | +60.4% | -104.7% | -62.1% |
| 10Y | -43.2% | +232.8% | -276.0% | -78.2% |
| All | +61.2% | +363.9% | -302.7% | -54.7% |
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