+121.7%
TSMU vs VT
+33.2%
+88.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.6% | +4.9% | -2.1% |
| 7D | -6.9% | +0.4% | -7.3% | -6.4% |
| 30D | -29.3% | -2.6% | -26.7% | -19.6% |
| 3M | -20.9% | -3.2% | -17.7% | -7.3% |
| 6M | -25.0% | +0.9% | -25.9% | -20.1% |
| YTD | +23.0% | +11.3% | +11.7% | -1.8% |
| 1Y | +34.1% | +14.0% | +20.1% | -0.4% |
| All | +121.7% | +33.2% | +88.4% | +16.2% |
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