-76.7%
TUSK vs VT
+223.7%
-300.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.2% | -4.5% |
| 7D | -1.3% | +0.4% | -1.7% | -2.0% |
| 30D | +8.5% | -2.6% | +11.1% | +11.2% |
| 3M | -9.7% | -3.2% | -6.5% | -6.8% |
| 6M | +28.0% | +0.9% | +27.1% | +26.1% |
| YTD | +65.4% | +11.3% | +54.1% | +45.3% |
| 1Y | +55.3% | +14.0% | +41.3% | +32.7% |
| 3Y | -25.4% | +75.8% | -101.2% | -61.1% |
| 5Y | +6.6% | +57.8% | -51.2% | -37.1% |
| 10Y | -76.7% | +219.8% | -296.5% | -93.7% |
| All | -76.7% | +223.7% | -300.4% | -93.7% |
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 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