-65.5%
TSQ vs VT
+10.5%
-76.0%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +0.2% | -11.3% | -11.2% |
| 7D | -37.7% | -2.3% | -35.4% | -36.9% |
| 30D | -56.5% | -5.0% | -51.6% | -54.8% |
| 3M | -69.2% | -4.9% | -64.3% | -67.9% |
| 6M | -69.0% | -1.5% | -67.5% | -68.9% |
| YTD | -58.2% | +8.5% | -66.7% | -62.7% |
| 1Y | -65.5% | +11.4% | -76.8% | -69.8% |
| All | -65.5% | +10.5% | -76.0% | -69.8% |
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