-100.0%
TONX vs VT
+215.4%
-315.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.1% | +3.0% | +3.3% |
| 7D | -13.0% | -4.2% | -8.9% | -9.0% |
| 30D | -19.8% | -5.8% | -14.0% | -14.3% |
| 3M | +1.8% | -5.2% | +7.0% | +8.6% |
| 6M | +7.9% | +0.1% | +7.8% | +10.0% |
| YTD | +44.2% | +8.2% | +36.0% | +36.8% |
| 1Y | -17.3% | +10.1% | -27.4% | -22.7% |
| 3Y | -94.4% | +69.7% | -164.1% | -96.4% |
| 5Y | -100.0% | +53.4% | -153.4% | -100.0% |
| 10Y | -100.0% | +219.2% | -319.2% | -100.0% |
| All | -100.0% | +215.4% | -315.4% | -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 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