+31.6%
TS vs VT
+374.2%
-342.6%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.3% |
| 7D | +4.6% | +0.4% | +4.1% | +3.9% |
| 30D | -1.1% | +1.0% | -2.0% | -2.4% |
| 3M | -11.7% | +2.4% | -14.1% | -14.9% |
| 6M | +7.4% | +12.0% | -4.6% | -8.7% |
| YTD | +49.7% | +15.3% | +34.4% | +22.2% |
| 1Y | +60.6% | +22.6% | +38.0% | +20.5% |
| 3Y | +93.6% | +74.7% | +18.9% | -10.7% |
| 5Y | +230.5% | +66.1% | +164.3% | +59.7% |
| 10Y | +172.7% | +225.0% | -52.3% | -48.0% |
| All | +31.6% | +374.2% | -342.6% | -84.7% |
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