-97.9%
TSDD vs VT
+67.5%
-165.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.4% | +0.2% | -8.7% | -7.4% |
| 7D | +19.6% | -2.3% | +21.9% | +9.8% |
| 30D | +3.8% | -5.0% | +8.8% | -14.6% |
| 3M | -31.5% | -4.9% | -26.6% | -42.3% |
| 6M | -15.0% | -1.5% | -13.4% | -9.4% |
| YTD | -4.5% | +8.5% | -13.0% | +61.9% |
| 1Y | -12.1% | +11.4% | -23.4% | +71.5% |
| 3Y | -97.9% | +70.1% | -168.0% | -60.2% |
| All | -97.9% | +67.5% | -165.3% | -61.7% |
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