+5.9%
TUR vs VT
+346.0%
-340.1%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.2% |
| 7D | +5.8% | -2.3% | +8.1% | +8.5% |
| 30D | -7.7% | -5.0% | -2.8% | -2.5% |
| 3M | -19.5% | -4.9% | -14.6% | -15.0% |
| 6M | -27.4% | -1.5% | -25.9% | -26.4% |
| YTD | -8.1% | +8.5% | -16.6% | -16.1% |
| 1Y | -6.7% | +11.4% | -18.1% | -17.4% |
| 3Y | -6.0% | +70.1% | -76.1% | -48.9% |
| 5Y | +61.0% | +53.7% | +7.2% | -5.0% |
| 10Y | +18.7% | +220.0% | -201.3% | -72.8% |
| All | +5.9% | +346.0% | -340.1% | -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