+286.9%
TOWN vs VT
+346.0%
-59.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.9% |
| 7D | +0.4% | -2.3% | +2.7% | +2.7% |
| 30D | +4.0% | -5.0% | +9.0% | +9.3% |
| 3M | -2.8% | -4.9% | +2.1% | +1.9% |
| 6M | +6.3% | -1.5% | +7.9% | +6.9% |
| YTD | +13.9% | +8.5% | +5.4% | +3.3% |
| 1Y | +16.6% | +11.4% | +5.2% | +2.8% |
| 3Y | +59.2% | +70.1% | -10.9% | -9.6% |
| 5Y | +33.2% | +53.7% | -20.6% | -17.0% |
| 10Y | +101.6% | +220.0% | -118.3% | -40.5% |
| All | +286.9% | +346.0% | -59.1% | -30.3% |
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 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