-64.3%
TSXD vs VT
+10.7%
-75.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.9% | -4.1% | +28.0% | +4.6% |
| 7D | +48.2% | -4.2% | +52.4% | +24.1% |
| 30D | +78.7% | -5.8% | +84.5% | +40.2% |
| 3M | +47.8% | -5.2% | +53.0% | +20.9% |
| 6M | -18.0% | +0.1% | -18.2% | -2.3% |
| YTD | -55.3% | +8.2% | -63.5% | -20.3% |
| 1Y | -52.8% | +10.1% | -62.9% | -7.2% |
| All | -64.3% | +10.7% | -75.1% | -25.1% |
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