-97.7%
TSDD vs VT
+67.1%
-164.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.8% | -4.1% | +25.8% | +3.8% |
| 7D | +33.0% | -4.2% | +37.2% | +12.0% |
| 30D | +15.0% | -5.8% | +20.8% | -9.1% |
| 3M | -24.4% | -5.2% | -19.1% | -37.4% |
| 6M | -11.6% | +0.1% | -11.8% | +1.4% |
| YTD | +4.3% | +8.2% | -4.0% | +74.8% |
| 1Y | +2.6% | +10.1% | -7.5% | +90.1% |
| 3Y | -97.7% | +69.7% | -167.4% | -56.8% |
| All | -97.7% | +67.1% | -164.7% | -58.7% |
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