+736.3%
TT vs VCLT
+21.5%
+714.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +4.0% | -2.3% | +6.3% | +5.2% |
| 30D | -11.3% | +0.8% | -12.1% | -11.7% |
| 3M | -12.3% | -2.7% | -9.6% | -11.2% |
| 6M | -10.8% | -4.3% | -6.6% | -8.9% |
| YTD | +8.2% | -4.3% | +12.5% | +10.5% |
| 1Y | +1.5% | -4.4% | +5.8% | +3.7% |
| 3Y | +91.5% | +13.8% | +77.7% | +78.5% |
| 5Y | +130.2% | -17.0% | +147.2% | +144.2% |
| All | +736.3% | +21.5% | +714.8% | +746.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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