+169.6%
TS vs VT
+215.5%
-45.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.2% | +3.9% | +3.9% |
| 7D | -2.4% | -2.3% | -0.1% | -0.2% |
| 30D | +5.9% | -5.0% | +10.8% | +11.5% |
| 3M | +10.2% | -4.9% | +15.1% | +15.8% |
| 6M | -3.9% | -1.5% | -2.3% | -3.1% |
| YTD | +56.1% | +8.5% | +47.6% | +40.3% |
| 1Y | +47.7% | +11.4% | +36.3% | +28.6% |
| 3Y | +84.2% | +70.1% | +14.1% | -1.7% |
| 5Y | +181.6% | +53.7% | +127.9% | +68.5% |
| All | +169.6% | +215.5% | -45.9% | -29.6% |
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