+112.0%
TOWN vs VT
+221.4%
-109.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | +1.6% | +1.0% | +0.6% | +0.6% |
| 30D | -1.0% | -0.2% | -0.8% | -0.8% |
| 3M | +9.6% | +4.5% | +5.0% | +4.3% |
| 6M | +15.3% | +14.1% | +1.3% | 0.0% |
| YTD | +15.1% | +14.8% | +0.4% | -0.9% |
| 1Y | +6.8% | +21.2% | -14.3% | -13.3% |
| 3Y | +84.1% | +76.6% | +7.5% | +0.6% |
| 5Y | +49.6% | +66.6% | -17.0% | -13.4% |
| 10Y | +112.0% | +222.3% | -110.3% | -42.1% |
| All | +112.0% | +221.4% | -109.4% | -42.1% |
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 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