-100.0%
TONX vs VT
+53.4%
-153.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.8% | -4.9% |
| 7D | -10.5% | -2.3% | -8.1% | -7.5% |
| 30D | -21.9% | -5.0% | -17.0% | -15.5% |
| 3M | -3.5% | -4.9% | +1.4% | +4.9% |
| 6M | -14.1% | -1.5% | -12.6% | -10.2% |
| YTD | +37.7% | +8.5% | +29.2% | +27.1% |
| 1Y | -13.3% | +11.4% | -24.7% | -22.7% |
| 3Y | -94.6% | +70.1% | -164.7% | -97.1% |
| All | -100.0% | +53.4% | -153.4% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling