+7,344.4%
TSSI vs VT
+215.5%
+7,128.9%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +0.2% | +12.4% | +12.4% |
| 7D | -2.3% | -2.3% | 0.0% | +0.2% |
| 30D | -35.2% | -5.0% | -30.2% | -31.6% |
| 3M | -37.7% | -4.9% | -32.8% | -34.2% |
| 6M | -60.8% | -1.5% | -59.3% | -59.5% |
| YTD | -5.2% | +8.5% | -13.7% | -8.1% |
| 1Y | -59.0% | +11.4% | -70.3% | -60.9% |
| 3Y | +1,663.2% | +70.1% | +1,593.1% | +1,258.4% |
| 5Y | +871.0% | +53.7% | +817.3% | +686.9% |
| All | +7,344.4% | +215.5% | +7,128.9% | +3,240.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling