+216.1%
TLTD vs VT
+351.0%
-134.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.9% | +0.4% | +0.4% | +0.5% |
| 30D | +2.2% | +1.0% | +1.2% | +1.3% |
| 3M | +5.8% | +2.4% | +3.4% | +3.5% |
| 6M | +8.5% | +12.0% | -3.5% | -2.1% |
| YTD | +15.5% | +15.3% | +0.1% | +1.6% |
| 1Y | +25.6% | +22.6% | +3.0% | +4.6% |
| 3Y | +80.3% | +74.7% | +5.6% | +8.9% |
| 5Y | +66.0% | +66.1% | -0.1% | +4.5% |
| 10Y | +156.6% | +225.0% | -68.4% | -13.1% |
| All | +216.1% | +351.0% | -134.9% | -17.3% |
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