-17.5%
TMUSL vs VT
+22.6%
-40.1%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.6% |
| 7D | +0.8% | -0.7% | +1.5% | +0.9% |
| 30D | 0.0% | -1.7% | +1.7% | +0.2% |
| 3M | -9.5% | -2.3% | -7.2% | -9.2% |
| 6M | -16.6% | +1.5% | -18.1% | -17.0% |
| YTD | -17.3% | +12.0% | -29.3% | -19.2% |
| 1Y | -17.3% | +12.9% | -30.2% | -19.3% |
| All | -17.5% | +22.6% | -40.1% | -22.0% |
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