-15.1%
TSQ vs VT
+232.6%
-247.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.4% |
| 3M | -11.3% | +2.4% | -13.6% | -13.6% |
| 6M | -19.8% | +12.0% | -31.8% | -28.4% |
| YTD | +20.3% | +15.3% | +5.0% | +4.0% |
| 1Y | -11.0% | +22.6% | -33.6% | -27.8% |
| 3Y | -20.1% | +74.7% | -94.8% | -54.8% |
| 5Y | -39.7% | +66.1% | -105.8% | -64.4% |
| 10Y | -6.5% | +225.0% | -231.5% | -72.1% |
| All | -15.1% | +232.6% | -247.7% | -76.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling