+886.8%
TATT vs VT
+374.2%
+512.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +10.1% | +0.4% | +9.7% | +9.9% |
| 30D | -6.2% | +1.0% | -7.2% | -6.6% |
| 3M | -13.0% | +2.4% | -15.4% | -13.8% |
| 6M | -33.7% | +12.0% | -45.7% | -36.8% |
| YTD | -10.5% | +15.3% | -25.8% | -15.7% |
| 1Y | +15.4% | +22.6% | -7.2% | +6.1% |
| 3Y | +379.8% | +74.7% | +305.2% | +280.1% |
| 5Y | +588.0% | +66.1% | +521.8% | +451.4% |
| 10Y | +427.6% | +225.0% | +202.6% | +214.1% |
| All | +886.8% | +374.2% | +512.6% | +394.4% |
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