-98.1%
TSDD vs VT
+71.8%
-169.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +2.6% | -13.6% | +0.5% |
| 7D | +8.6% | +0.4% | +8.2% | +13.3% |
| 30D | -5.1% | -2.6% | -2.5% | -12.4% |
| 3M | -35.5% | -3.2% | -32.2% | -41.0% |
| 6M | -11.9% | +0.9% | -12.9% | +5.6% |
| YTD | -15.0% | +11.3% | -26.3% | +62.6% |
| 1Y | -27.2% | +14.0% | -41.2% | +58.6% |
| 3Y | -98.3% | +75.8% | -174.1% | -61.4% |
| All | -98.1% | +71.8% | -169.9% | -61.6% |
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