-82.6%
TSQ vs VT
+57.4%
-140.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -7.6% |
| 7D | -45.0% | +0.4% | -45.3% | -45.5% |
| 30D | -57.1% | -2.6% | -54.5% | -56.4% |
| 3M | -71.5% | -3.2% | -68.3% | -70.9% |
| 6M | -70.9% | +0.9% | -71.8% | -71.4% |
| YTD | -60.5% | +11.3% | -71.8% | -64.3% |
| 1Y | -66.7% | +14.0% | -80.7% | -70.6% |
| 3Y | -72.8% | +75.8% | -148.7% | -83.1% |
| 5Y | -82.6% | +57.8% | -140.5% | -88.7% |
| All | -82.6% | +57.4% | -140.0% | -88.7% |
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