-6.8%
TUA vs VT
+94.6%
-101.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | -0.3% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -1.5% | -0.7% | -0.8% | -1.5% |
| 3M | -1.5% | +4.0% | -5.5% | -1.5% |
| 6M | -6.5% | +12.3% | -18.8% | -6.2% |
| YTD | -7.3% | +14.0% | -21.3% | -6.9% |
| 1Y | -7.1% | +20.3% | -27.4% | -6.4% |
| 3Y | +1.8% | +75.4% | -73.6% | +4.4% |
| All | -6.8% | +94.6% | -101.5% | -3.1% |
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