-66.9%
TSQ vs VT
+212.1%
-279.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.5% | -0.5% |
| 7D | -32.5% | -4.2% | -28.3% | -29.9% |
| 30D | -51.7% | -5.8% | -45.9% | -49.0% |
| 3M | -65.5% | -5.2% | -60.2% | -63.8% |
| 6M | -64.4% | +0.1% | -64.5% | -64.8% |
| YTD | -53.0% | +8.2% | -61.2% | -57.0% |
| 1Y | -61.2% | +10.1% | -71.3% | -65.2% |
| 3Y | -68.5% | +69.7% | -138.1% | -81.8% |
| 5Y | -78.1% | +53.4% | -131.5% | -86.1% |
| 10Y | -59.1% | +219.2% | -278.3% | -87.6% |
| All | -66.9% | +212.1% | -279.0% | -90.2% |
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