+210.9%
TVTX vs VT
+222.7%
-11.8%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.9% | +1.0% |
| 7D | -1.5% | -0.1% | -1.4% | -1.4% |
| 30D | +8.8% | -0.7% | +9.4% | +9.6% |
| 3M | +36.3% | +4.0% | +32.3% | +29.9% |
| 6M | +128.5% | +12.3% | +116.2% | +99.6% |
| YTD | +73.3% | +14.0% | +59.3% | +48.6% |
| 1Y | +206.0% | +20.3% | +185.7% | +147.3% |
| 3Y | +359.5% | +75.4% | +284.1% | +149.2% |
| 5Y | +180.6% | +66.0% | +114.6% | +62.1% |
| 10Y | +210.9% | +228.2% | -17.3% | -16.4% |
| All | +210.9% | +222.7% | -11.8% | -16.4% |
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 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