+34.2%
TS vs VT
+356.1%
-321.9%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | -4.5% | -1.6% | -2.9% | -2.5% |
| 30D | +2.8% | -2.5% | +5.3% | +6.3% |
| 3M | +0.8% | -1.3% | +2.1% | +2.2% |
| 6M | -7.8% | +3.1% | -10.9% | -12.2% |
| YTD | +52.7% | +10.9% | +41.8% | +30.9% |
| 1Y | +44.2% | +12.1% | +32.1% | +21.6% |
| 3Y | +83.2% | +73.9% | +9.3% | -15.4% |
| 5Y | +201.0% | +58.0% | +143.0% | +55.2% |
| 10Y | +174.5% | +225.5% | -51.0% | -48.2% |
| All | +34.2% | +356.1% | -321.9% | -83.6% |
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 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