+804.7%
TOL vs VT
+345.0%
+459.7%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | +2.8% |
| 7D | +7.9% | -4.2% | +12.0% | +13.1% |
| 30D | +13.0% | -5.8% | +18.8% | +20.7% |
| 3M | +0.6% | -5.2% | +5.8% | +6.8% |
| 6M | +13.8% | +0.1% | +13.6% | +13.7% |
| YTD | +15.9% | +8.2% | +7.7% | +6.3% |
| 1Y | +17.3% | +10.1% | +7.2% | +5.5% |
| 3Y | +96.0% | +69.7% | +26.3% | +9.5% |
| 5Y | +164.2% | +53.4% | +110.9% | +68.9% |
| 10Y | +530.5% | +219.2% | +311.3% | +94.7% |
| All | +804.7% | +345.0% | +459.7% | +149.6% |
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