+786.6%
TATT vs VT
+345.0%
+441.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.1% | -1.6% | -3.7% |
| 7D | +7.2% | -4.2% | +11.4% | +9.5% |
| 30D | +7.2% | -5.8% | +13.0% | +10.4% |
| 3M | -15.7% | -5.2% | -10.5% | -13.4% |
| 6M | +0.1% | +0.1% | 0.0% | +0.5% |
| YTD | -19.6% | +8.2% | -27.8% | -21.8% |
| 1Y | -11.2% | +10.1% | -21.3% | -14.3% |
| 3Y | +352.8% | +69.7% | +283.2% | +265.0% |
| 5Y | +473.6% | +53.4% | +420.3% | +377.7% |
| 10Y | +449.4% | +219.2% | +230.2% | +231.2% |
| All | +786.6% | +345.0% | +441.6% | +358.3% |
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