+83.2%
TSMU vs VT
+29.5%
+53.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -4.1% | -17.3% | -6.3% |
| 7D | -34.7% | -4.2% | -30.5% | -21.9% |
| 30D | -48.8% | -5.8% | -43.0% | -34.3% |
| 3M | -33.3% | -5.2% | -28.0% | -15.7% |
| 6M | -33.2% | +0.1% | -33.3% | -26.2% |
| YTD | +1.7% | +8.2% | -6.5% | -10.2% |
| 1Y | +5.1% | +10.1% | -5.1% | -11.7% |
| All | +83.2% | +29.5% | +53.7% | +6.3% |
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