-100.0%
TZA vs VT
+635.3%
-735.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -1.9% |
| 7D | +5.4% | -2.3% | +7.7% | -1.2% |
| 30D | +3.4% | -5.0% | +8.4% | -11.0% |
| 3M | +28.3% | -4.9% | +33.1% | +11.8% |
| 6M | +11.5% | -1.5% | +13.1% | +13.2% |
| YTD | -32.4% | +8.5% | -40.8% | +1.0% |
| 1Y | -38.3% | +11.4% | -49.7% | +2.4% |
| 3Y | -83.3% | +70.1% | -153.4% | +64.9% |
| 5Y | -74.6% | +53.7% | -128.3% | +213.1% |
| 10Y | -99.6% | +220.0% | -319.5% | +92.2% |
| All | -100.0% | +635.3% | -735.3% | -63.3% |
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 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