+957.3%
TT vs VCLT
+16.9%
+940.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +1.4% | 0.0% | +1.4% | +1.4% |
| 30D | -6.7% | +0.1% | -6.8% | -6.7% |
| 3M | -5.4% | -2.9% | -2.5% | -4.0% |
| 6M | +4.4% | -4.0% | +8.3% | +6.5% |
| YTD | +14.9% | -2.2% | +17.2% | +16.3% |
| 1Y | +9.3% | -2.6% | +11.8% | +10.7% |
| 3Y | +121.7% | +12.3% | +109.5% | +108.4% |
| 5Y | +148.2% | -16.4% | +164.5% | +161.7% |
| 10Y | +957.3% | +18.1% | +939.2% | +957.3% |
| All | +957.3% | +16.9% | +940.3% | +957.3% |
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