-21.4%
TMUSZ vs VT
+21.4%
-42.8%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.9% | -1.6% | +0.7% | -0.6% |
| 30D | -3.5% | -2.5% | -1.0% | -3.0% |
| 3M | -12.3% | -1.3% | -11.0% | -12.1% |
| 6M | -18.9% | +3.1% | -22.0% | -19.6% |
| YTD | -23.2% | +10.9% | -34.2% | -25.3% |
| 1Y | -22.7% | +12.1% | -34.8% | -25.1% |
| All | -21.4% | +21.4% | -42.8% | -26.3% |
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