+494.9%
TNK vs VT
+217.6%
+277.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.1% |
| 7D | -10.3% | -0.1% | -10.2% | -10.3% |
| 30D | -19.3% | -3.1% | -16.2% | -17.2% |
| 3M | +12.5% | -3.5% | +16.0% | +15.6% |
| 6M | +5.3% | +0.5% | +4.8% | +4.0% |
| YTD | +64.1% | +10.8% | +53.3% | +48.7% |
| 1Y | +43.4% | +11.9% | +31.5% | +28.7% |
| 3Y | +79.8% | +73.0% | +6.8% | +8.3% |
| 5Y | +635.8% | +58.6% | +577.2% | +377.1% |
| 10Y | +494.9% | +219.2% | +275.7% | +25.7% |
| All | +494.9% | +217.6% | +277.2% | +25.7% |
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