+90.2%
TT vs VCLT
+16.8%
+73.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -14.0% | +3.7% | -17.7% | -15.5% |
| 3M | -15.9% | -1.0% | -14.9% | -15.5% |
| 6M | -17.3% | -3.4% | -14.0% | -15.9% |
| YTD | +4.0% | -2.6% | +6.6% | +5.4% |
| 1Y | -7.1% | -3.3% | -3.8% | -5.6% |
| 3Y | +90.2% | +17.3% | +72.9% | +78.1% |
| All | +90.2% | +16.8% | +73.4% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling