+473.6%
TATT vs VT
+221.8%
+251.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | +1.6% | +2.4% | -0.7% | +0.3% |
| 30D | +18.3% | -1.5% | +19.8% | +19.5% |
| 3M | -6.8% | -4.1% | -2.7% | -4.4% |
| 6M | +12.5% | +0.6% | +12.0% | +12.7% |
| YTD | -15.8% | +11.0% | -26.8% | -19.7% |
| 1Y | -5.5% | +13.3% | -18.8% | -10.8% |
| 3Y | +322.0% | +73.4% | +248.6% | +231.8% |
| 5Y | +490.3% | +57.4% | +432.8% | +379.9% |
| All | +473.6% | +221.8% | +251.8% | +320.1% |
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