+119.8%
TOLZ vs VT
+238.1%
-118.3%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.6% | -1.5% |
| 7D | -3.2% | -2.3% | -0.9% | -1.6% |
| 30D | +4.6% | -5.0% | +9.5% | +8.4% |
| 3M | -1.5% | -4.9% | +3.4% | +1.9% |
| 6M | -3.2% | -1.5% | -1.6% | -2.8% |
| YTD | +9.3% | +8.5% | +0.9% | +1.7% |
| 1Y | +11.9% | +11.4% | +0.5% | +1.9% |
| 3Y | +50.9% | +70.1% | -19.2% | -2.9% |
| 5Y | +44.7% | +53.7% | -9.0% | +0.1% |
| 10Y | +109.9% | +220.0% | -110.1% | -21.9% |
| All | +119.8% | +238.1% | -118.3% | -21.1% |
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