+241.7%
TNET vs VT
+224.5%
+17.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.7% | +0.4% | -2.2% | -2.1% |
| 30D | +1.0% | +1.0% | 0.0% | 0.0% |
| 3M | +50.1% | +2.4% | +47.8% | +45.3% |
| 6M | +89.7% | +12.0% | +77.7% | +64.9% |
| YTD | +19.0% | +15.3% | +3.6% | +0.1% |
| 1Y | -1.3% | +22.6% | -23.9% | -22.6% |
| 3Y | -35.3% | +74.7% | -109.9% | -66.6% |
| 5Y | -21.9% | +66.1% | -88.1% | -57.3% |
| All | +241.7% | +224.5% | +17.2% | -17.5% |
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