+479.1%
TNK vs VT
+222.7%
+256.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | +8.0% | +2.9% | +5.1% | +5.4% |
| 30D | -16.8% | -2.5% | -14.3% | -15.1% |
| 3M | +9.4% | -3.3% | +12.7% | +12.3% |
| 6M | +12.7% | +1.5% | +11.2% | +10.4% |
| YTD | +69.5% | +11.4% | +58.1% | +53.0% |
| 1Y | +46.4% | +11.9% | +34.5% | +31.4% |
| 3Y | +85.6% | +73.9% | +11.8% | +11.3% |
| 5Y | +634.4% | +57.9% | +576.5% | +379.0% |
| All | +479.1% | +222.7% | +256.4% | +6.0% |
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