+167.6%
TS vs VT
+59.7%
+107.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -4.3% |
| 7D | -7.4% | -0.3% | -7.1% | -7.2% |
| 30D | -4.3% | -1.4% | -2.9% | -3.2% |
| 3M | -3.5% | -1.4% | -2.1% | -2.5% |
| 6M | -8.5% | +5.5% | -13.9% | -13.0% |
| YTD | +48.3% | +12.8% | +35.5% | +32.1% |
| 1Y | +43.2% | +15.4% | +27.8% | +24.8% |
| 3Y | +77.9% | +76.9% | +1.0% | +5.3% |
| All | +167.6% | +59.7% | +107.9% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling