-40.1%
TSQ vs VT
+66.2%
-106.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.8% | +0.4% | -3.2% | -3.1% |
| 30D | -11.6% | +1.0% | -12.6% | -12.3% |
| 3M | -11.3% | +2.4% | -13.6% | -13.2% |
| 6M | -19.8% | +12.0% | -31.8% | -27.3% |
| YTD | +20.3% | +15.3% | +5.0% | +6.2% |
| 1Y | -11.0% | +22.6% | -33.6% | -25.5% |
| 3Y | -20.1% | +74.7% | -94.8% | -49.6% |
| All | -40.1% | +66.2% | -106.3% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling