-19.7%
TMUSZ vs VT
+18.5%
-38.2%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.4% |
| 7D | +3.5% | -4.2% | +7.7% | +4.3% |
| 30D | -1.5% | -5.8% | +4.3% | -0.4% |
| 3M | -11.7% | -5.2% | -6.5% | -10.9% |
| 6M | -16.9% | +0.1% | -17.0% | -17.2% |
| YTD | -21.6% | +8.2% | -29.8% | -23.4% |
| 1Y | -21.0% | +10.1% | -31.1% | -23.3% |
| All | -19.7% | +18.5% | -38.2% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling