+460.3%
TATT vs VT
+215.5%
+244.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.9% |
| 7D | +16.4% | -2.3% | +18.7% | +18.0% |
| 30D | +13.8% | -5.0% | +18.8% | +17.3% |
| 3M | -7.2% | -4.9% | -2.4% | -4.4% |
| 6M | +2.1% | -1.5% | +3.7% | +3.5% |
| YTD | -17.2% | +8.5% | -25.6% | -20.0% |
| 1Y | -0.7% | +11.4% | -12.0% | -5.2% |
| 3Y | +336.8% | +70.1% | +266.8% | +247.6% |
| 5Y | +491.1% | +53.7% | +437.3% | +387.1% |
| All | +460.3% | +215.5% | +244.7% | +334.8% |
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