+125.5%
TITN vs VT
+224.4%
-98.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.1% | +0.7% |
| 7D | +7.7% | -0.7% | +8.4% | +9.0% |
| 30D | +5.1% | -1.7% | +6.9% | +7.8% |
| 3M | +29.0% | -2.3% | +31.3% | +33.3% |
| 6M | +13.6% | +1.5% | +12.1% | +11.7% |
| YTD | +61.3% | +12.0% | +49.3% | +39.1% |
| 1Y | +49.7% | +12.9% | +36.8% | +28.0% |
| 3Y | -3.9% | +74.9% | -78.8% | -53.4% |
| 5Y | -24.4% | +59.9% | -84.3% | -58.2% |
| 10Y | +125.5% | +224.6% | -99.2% | -51.8% |
| All | +125.5% | +224.4% | -98.9% | -51.8% |
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