+45.4%
TSXU vs VT
+15.0%
+30.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.6% | +4.8% | -4.7% |
| 7D | -15.7% | +0.4% | -16.0% | -15.3% |
| 30D | -38.0% | -2.6% | -35.4% | -26.9% |
| 3M | -36.2% | -3.2% | -32.9% | -21.9% |
| 6M | -29.1% | +0.9% | -30.0% | -22.3% |
| YTD | +28.0% | +11.3% | +16.7% | -3.1% |
| 1Y | +25.6% | +14.0% | +11.6% | -13.8% |
| All | +45.4% | +15.0% | +30.4% | +1.1% |
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 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