-22.4%
TOON vs VT
+0.4%
-22.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.1% | -2.4% | -2.5% |
| 7D | -6.8% | -4.2% | -2.6% | -2.8% |
| 30D | -14.5% | -5.8% | -8.7% | -9.4% |
| 3M | -18.0% | -5.2% | -12.7% | -13.7% |
| 6M | -22.4% | +0.1% | -22.5% | -24.3% |
| All | -22.4% | +0.4% | -22.8% | -24.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling