+145.6%
TVTX vs VT
+222.7%
-77.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.2% |
| 7D | +5.5% | +2.9% | +2.6% | +2.0% |
| 30D | -0.5% | -2.5% | +2.0% | +2.8% |
| 3M | -17.1% | -3.3% | -13.7% | -13.6% |
| 6M | +20.4% | +1.5% | +18.8% | +17.9% |
| YTD | +34.9% | +11.4% | +23.6% | +19.1% |
| 1Y | +41.4% | +11.9% | +29.5% | +24.1% |
| 3Y | +824.0% | +73.9% | +750.1% | +400.4% |
| 5Y | +73.0% | +57.9% | +15.1% | +5.8% |
| All | +145.6% | +222.7% | -77.0% | -36.3% |
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