+249.1%
TNET vs VT
+245.8%
+3.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | 0.0% | -5.2% | -5.2% |
| 7D | -10.5% | -1.6% | -8.9% | -9.1% |
| 30D | +1.3% | -2.5% | +3.8% | +3.7% |
| 3M | -9.1% | -1.3% | -7.8% | -8.2% |
| 6M | +44.9% | +3.1% | +41.9% | +38.3% |
| YTD | +10.4% | +10.9% | -0.5% | -3.4% |
| 1Y | +8.8% | +12.1% | -3.3% | -6.0% |
| 3Y | -36.0% | +73.9% | -109.9% | -66.5% |
| 5Y | -35.7% | +58.0% | -93.7% | -62.5% |
| 10Y | +238.9% | +225.5% | +13.5% | -9.2% |
| All | +249.1% | +245.8% | +3.3% | -17.9% |
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