+146.1%
TITN vs VT
+223.7%
-77.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +2.6% | +6.3% | +5.4% |
| 7D | +2.5% | +0.4% | +2.1% | +2.1% |
| 30D | +6.6% | -2.6% | +9.2% | +10.6% |
| 3M | +26.3% | -3.2% | +29.6% | +32.3% |
| 6M | +11.9% | +0.9% | +11.0% | +10.8% |
| YTD | +60.4% | +11.3% | +49.1% | +39.6% |
| 1Y | +52.6% | +14.0% | +38.6% | +28.7% |
| 3Y | -0.6% | +75.8% | -76.4% | -52.1% |
| 5Y | -23.5% | +57.8% | -81.3% | -56.9% |
| 10Y | +146.1% | +219.8% | -73.7% | -42.2% |
| All | +146.1% | +223.7% | -77.6% | -42.2% |
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