-68.0%
TSQ vs VT
+13.3%
-81.3%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.1% | -5.0% | -4.7% |
| 7D | -31.2% | -0.7% | -30.5% | -30.7% |
| 30D | -62.0% | -1.7% | -60.2% | -61.3% |
| 3M | -71.3% | -2.3% | -69.0% | -70.6% |
| 6M | -77.3% | +1.5% | -78.9% | -77.7% |
| YTD | -66.1% | +12.0% | -78.2% | -71.4% |
| 1Y | -68.0% | +12.9% | -80.9% | -73.3% |
| All | -68.0% | +13.3% | -81.3% | -73.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling