+189.0%
TSMG vs VT
+42.0%
+147.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.7% | +5.7% |
| 7D | +5.1% | +0.4% | +4.6% | +3.3% |
| 30D | +4.9% | +1.0% | +3.9% | +1.4% |
| 3M | -14.9% | +2.4% | -17.3% | -17.7% |
| 6M | +22.9% | +12.0% | +10.9% | -10.0% |
| YTD | +63.9% | +15.3% | +48.5% | +10.8% |
| 1Y | +156.8% | +22.6% | +134.2% | +46.0% |
| All | +189.0% | +42.0% | +147.0% | +3.0% |
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 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