-99.5%
TZA vs VT
+223.7%
-323.2%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.6% | -12.2% | -0.4% |
| 7D | -5.0% | +0.4% | -5.4% | -1.9% |
| 30D | -5.4% | -2.6% | -2.8% | -11.6% |
| 3M | +19.7% | -3.2% | +23.0% | +10.3% |
| 6M | -2.0% | +0.9% | -3.0% | +8.8% |
| YTD | -38.9% | +11.3% | -50.2% | +2.5% |
| 1Y | -43.5% | +14.0% | -57.5% | +5.2% |
| 3Y | -86.2% | +75.8% | -162.1% | +74.1% |
| 5Y | -77.2% | +57.8% | -135.0% | +245.5% |
| 10Y | -99.5% | +219.8% | -319.3% | +151.8% |
| All | -99.5% | +223.7% | -323.2% | +151.8% |
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