-20.5%
TSQ vs VT
+75.0%
-95.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.8% | +0.4% | -3.2% | -3.2% |
| 30D | -11.6% | +1.0% | -12.6% | -12.5% |
| 3M | -11.3% | +2.4% | -13.6% | -13.6% |
| 6M | -19.8% | +12.0% | -31.8% | -29.1% |
| YTD | +20.3% | +15.3% | +5.0% | +2.8% |
| 1Y | -11.0% | +22.6% | -33.6% | -29.0% |
| All | -20.5% | +75.0% | -95.5% | -62.1% |
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