+22.2%
TUR vs VT
+223.7%
-201.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +1.4% |
| 7D | +7.2% | +0.4% | +6.8% | +7.0% |
| 30D | -5.5% | -2.6% | -2.9% | -3.6% |
| 3M | -16.8% | -3.2% | -13.5% | -14.7% |
| 6M | -25.1% | +0.9% | -26.0% | -25.5% |
| YTD | -5.2% | +11.3% | -16.5% | -12.1% |
| 1Y | -2.6% | +14.0% | -16.6% | -11.3% |
| 3Y | -1.9% | +75.8% | -77.8% | -35.6% |
| 5Y | +62.7% | +57.8% | +4.9% | +15.1% |
| 10Y | +22.2% | +219.8% | -197.6% | -57.1% |
| All | +22.2% | +223.7% | -201.4% | -57.1% |
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