-65.3%
TSQ vs VT
+225.4%
-290.7%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.6% | +1.7% | -29.3% | -29.3% |
| 7D | -29.2% | -0.3% | -28.9% | -29.5% |
| 30D | -48.2% | -1.4% | -46.8% | -47.8% |
| 3M | -63.1% | -1.4% | -61.7% | -62.8% |
| 6M | -63.3% | +5.5% | -68.8% | -65.6% |
| YTD | -50.8% | +12.8% | -63.6% | -56.8% |
| 1Y | -59.0% | +15.4% | -74.5% | -65.0% |
| 3Y | -67.0% | +76.9% | -143.8% | -81.7% |
| 5Y | -77.1% | +60.4% | -137.5% | -86.1% |
| 10Y | -57.1% | +232.8% | -289.9% | -87.5% |
| All | -65.3% | +225.4% | -290.7% | -90.1% |
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 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