+9.3%
TUR vs VT
+357.6%
-348.3%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | +0.4% |
| 7D | +7.2% | +0.4% | +6.8% | +6.8% |
| 30D | -5.5% | -2.6% | -2.9% | -2.7% |
| 3M | -16.8% | -3.2% | -13.5% | -13.7% |
| 6M | -25.1% | +0.9% | -26.0% | -25.9% |
| YTD | -5.2% | +11.3% | -16.5% | -15.7% |
| 1Y | -2.6% | +14.0% | -16.6% | -15.8% |
| 3Y | -1.9% | +75.8% | -77.8% | -48.6% |
| 5Y | +62.7% | +57.8% | +4.9% | -6.7% |
| 10Y | +22.2% | +219.8% | -197.6% | -71.8% |
| All | +9.3% | +357.6% | -348.3% | -82.7% |
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