+4,252.0%
TVTX vs VT
+361.6%
+3,890.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -0.6% | +0.4% | -1.0% | -1.1% |
| 30D | +4.0% | +1.0% | +3.0% | +2.8% |
| 3M | +41.4% | +2.4% | +39.0% | +37.1% |
| 6M | +131.7% | +12.0% | +119.7% | +102.9% |
| YTD | +70.8% | +15.3% | +55.5% | +44.4% |
| 1Y | +208.7% | +22.6% | +186.1% | +143.5% |
| 3Y | +339.0% | +74.7% | +264.3% | +136.8% |
| 5Y | +208.9% | +66.1% | +142.8% | +76.7% |
| 10Y | +305.5% | +225.0% | +80.5% | +5.2% |
| All | +4,252.0% | +361.6% | +3,890.4% | +1,457.4% |
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