+143.1%
TSMG vs VT
+37.1%
+106.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.8% | -1.2% |
| 7D | +31.8% | +2.9% | +28.9% | +18.9% |
| 30D | -20.7% | -2.5% | -18.2% | -9.8% |
| 3M | -17.1% | -3.3% | -13.8% | -2.1% |
| 6M | -11.7% | +1.5% | -13.2% | -7.4% |
| YTD | +37.9% | +11.4% | +26.5% | +10.3% |
| 1Y | +48.2% | +11.9% | +36.3% | +17.5% |
| All | +143.1% | +37.1% | +106.0% | +2.5% |
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