+506.8%
TNK vs VT
+229.8%
+277.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +1.9% |
| 7D | +8.0% | -1.1% | +9.1% | +9.0% |
| 30D | +24.7% | -1.0% | +25.6% | +25.7% |
| 3M | +39.5% | +3.2% | +36.4% | +35.5% |
| 6M | +48.1% | +12.5% | +35.6% | +32.8% |
| YTD | +93.1% | +14.1% | +79.0% | +71.1% |
| 1Y | +98.5% | +18.9% | +79.6% | +69.5% |
| 3Y | +188.1% | +74.1% | +114.1% | +72.7% |
| 5Y | +864.0% | +66.9% | +797.1% | +496.7% |
| All | +506.8% | +229.8% | +277.0% | +55.7% |
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