-19.3%
TMUSL vs VT
+21.5%
-40.8%
-21.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.9% | +2.4% | -4.3% | -2.4% |
| 30D | -0.3% | -1.5% | +1.2% | -0.1% |
| 3M | -11.0% | -4.1% | -6.8% | -10.3% |
| 6M | -18.7% | +0.6% | -19.2% | -18.8% |
| YTD | -19.1% | +11.0% | -30.2% | -20.9% |
| 1Y | -19.2% | +13.3% | -32.6% | -21.2% |
| All | -19.3% | +21.5% | -40.8% | -23.6% |
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