-74.8%
TUSK vs VT
+218.0%
-292.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.5% | +7.3% | +7.4% |
| 7D | +3.8% | -0.1% | +4.0% | +3.6% |
| 30D | +16.0% | -3.1% | +19.0% | +19.4% |
| 3M | -2.7% | -3.5% | +0.8% | +0.7% |
| 6M | +36.8% | +0.5% | +36.4% | +35.5% |
| YTD | +76.8% | +10.8% | +66.0% | +56.0% |
| 1Y | +66.8% | +11.9% | +54.9% | +45.5% |
| 3Y | -22.9% | +73.0% | -95.9% | -59.1% |
| 5Y | +13.1% | +58.6% | -45.5% | -33.8% |
| 10Y | -75.1% | +219.2% | -294.3% | -93.8% |
| All | -74.8% | +218.0% | -292.7% | -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 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