-99.6%
TZA vs VT
+221.4%
-321.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | -0.5% |
| 7D | -4.0% | +1.0% | -5.0% | -0.4% |
| 30D | +7.5% | -0.2% | +7.7% | +7.0% |
| 3M | -10.9% | +4.5% | -15.4% | +6.7% |
| 6M | -41.1% | +14.1% | -55.2% | +1.9% |
| YTD | -45.1% | +14.8% | -59.9% | -0.5% |
| 1Y | -52.2% | +21.2% | -73.4% | +9.5% |
| 3Y | -83.9% | +76.6% | -160.5% | +106.2% |
| 5Y | -84.4% | +66.6% | -151.0% | +183.4% |
| 10Y | -99.6% | +222.3% | -321.8% | +162.6% |
| All | -99.6% | +221.4% | -321.0% | +162.6% |
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