-66.6%
TSMZ vs VT
+41.1%
-107.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -2.5% | +0.4% | -2.9% | -1.7% |
| 30D | -3.2% | +1.0% | -4.1% | -1.4% |
| 3M | -0.7% | +2.4% | -3.1% | +5.9% |
| 6M | -22.6% | +12.0% | -34.6% | -2.1% |
| YTD | -35.2% | +15.3% | -50.6% | -13.4% |
| 1Y | -51.1% | +22.6% | -73.7% | -27.1% |
| All | -66.6% | +41.1% | -107.8% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling