-76.0%
TUSK vs VT
+211.4%
-287.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.1% | +4.1% |
| 7D | -2.2% | -2.3% | +0.1% | +0.1% |
| 30D | +9.3% | -5.0% | +14.3% | +15.2% |
| 3M | +5.8% | -4.9% | +10.7% | +11.5% |
| 6M | +24.4% | -1.5% | +25.9% | +26.2% |
| YTD | +68.1% | +8.5% | +59.6% | +52.0% |
| 1Y | +54.0% | +11.4% | +42.6% | +35.1% |
| 3Y | -28.0% | +70.1% | -98.1% | -61.0% |
| 5Y | +3.0% | +53.7% | -50.7% | -37.5% |
| 10Y | -75.4% | +220.0% | -295.3% | -93.9% |
| All | -76.0% | +211.4% | -287.4% | -93.8% |
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