-73.4%
TSQ vs VT
+221.8%
-295.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -1.8% |
| 7D | -22.7% | +2.4% | -25.1% | -24.7% |
| 30D | -63.3% | -1.5% | -61.8% | -63.1% |
| 3M | -73.5% | -4.1% | -69.4% | -72.6% |
| 6M | -75.5% | +0.6% | -76.1% | -75.9% |
| YTD | -67.7% | +11.0% | -78.7% | -71.3% |
| 1Y | -69.4% | +13.3% | -82.8% | -73.4% |
| 3Y | -78.2% | +73.4% | -151.6% | -87.8% |
| 5Y | -85.5% | +57.4% | -143.0% | -91.1% |
| All | -73.4% | +221.8% | -295.2% | -92.2% |
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