+110.5%
TOLZ vs VT
+214.8%
-104.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | +1.8% |
| 7D | -1.7% | -4.2% | +2.5% | +1.3% |
| 30D | +5.1% | -5.8% | +10.9% | +9.6% |
| 3M | +0.1% | -5.2% | +5.4% | +3.9% |
| 6M | -2.3% | +0.1% | -2.4% | -3.1% |
| YTD | +10.8% | +8.2% | +2.6% | +3.3% |
| 1Y | +13.7% | +10.1% | +3.6% | +4.5% |
| 3Y | +51.8% | +69.7% | -17.9% | -2.2% |
| 5Y | +46.7% | +53.4% | -6.7% | +1.7% |
| All | +110.5% | +214.8% | -104.3% | -26.9% |
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