-98.2%
TSDD vs VT
+72.9%
-171.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.7% | -0.5% |
| 7D | -7.3% | -0.7% | -6.6% | -6.9% |
| 30D | -13.3% | -1.7% | -11.5% | -16.8% |
| 3M | -38.0% | -2.3% | -35.7% | -40.8% |
| 6M | -10.8% | +1.5% | -12.3% | +9.8% |
| YTD | -20.6% | +12.0% | -32.6% | +56.7% |
| 1Y | -28.4% | +12.9% | -41.3% | +48.3% |
| 3Y | -98.3% | +74.9% | -173.3% | -63.1% |
| All | -98.2% | +72.9% | -171.2% | -63.0% |
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