+474.9%
TOL vs VT
+217.6%
+257.3%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -2.0% |
| 7D | +2.0% | -0.1% | +2.1% | +2.1% |
| 30D | +14.3% | -3.1% | +17.4% | +18.9% |
| 3M | +1.7% | -3.5% | +5.2% | +6.5% |
| 6M | +10.8% | +0.5% | +10.3% | +10.0% |
| YTD | +13.4% | +10.8% | +2.6% | -1.4% |
| 1Y | +14.2% | +11.9% | +2.3% | -2.0% |
| 3Y | +93.9% | +73.0% | +20.9% | -8.0% |
| 5Y | +157.5% | +58.6% | +98.9% | +40.5% |
| 10Y | +474.9% | +219.2% | +255.8% | +10.9% |
| All | +474.9% | +217.6% | +257.3% | +10.9% |
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 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