-50.4%
TSDD vs VT
+23.3%
-73.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | 0.0% | +12.2% | +12.1% |
| 7D | -5.8% | +0.4% | -6.2% | -3.7% |
| 30D | -22.2% | +1.0% | -23.2% | -18.1% |
| 3M | +9.2% | +2.4% | +6.8% | +30.7% |
| 6M | -7.6% | +12.0% | -19.6% | +51.8% |
| YTD | +7.2% | +15.3% | -8.1% | +106.0% |
| 1Y | -50.4% | +22.6% | -73.0% | +29.9% |
| All | -50.4% | +23.3% | -73.7% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling