+66.8%
TVE vs VT
+345.0%
-278.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.1% |
| 7D | +0.7% | -4.2% | +4.9% | +0.9% |
| 30D | +1.2% | -5.8% | +7.0% | +1.4% |
| 3M | -0.5% | -5.2% | +4.8% | -0.3% |
| 6M | -1.4% | +0.1% | -1.5% | -1.4% |
| YTD | -2.5% | +8.2% | -10.8% | -2.8% |
| 1Y | -2.0% | +10.1% | -12.1% | -2.3% |
| 3Y | +16.2% | +69.7% | -53.4% | +14.1% |
| 5Y | -1.4% | +53.4% | -54.8% | -3.1% |
| 10Y | +19.6% | +219.2% | -199.6% | +16.3% |
| All | +66.8% | +345.0% | -278.1% | +62.4% |
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