+839.9%
TATT vs VT
+363.9%
+476.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.7% |
| 7D | +16.9% | -0.3% | +17.2% | +17.1% |
| 30D | +15.0% | -1.4% | +16.5% | +15.8% |
| 3M | -8.6% | -1.4% | -7.2% | -7.9% |
| 6M | +8.9% | +5.5% | +3.4% | +6.5% |
| YTD | -14.8% | +12.8% | -27.6% | -18.8% |
| 1Y | -5.4% | +15.4% | -20.8% | -10.8% |
| 3Y | +380.1% | +76.9% | +303.2% | +279.1% |
| 5Y | +467.4% | +60.4% | +407.0% | +362.2% |
| 10Y | +482.5% | +232.8% | +249.7% | +244.0% |
| All | +839.9% | +363.9% | +476.0% | +375.9% |
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