-0.7%
TT vs VG
-51.4%
+50.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.0% | -0.4% | -4.3% |
| 7D | -9.0% | -22.0% | +13.0% | -8.3% |
| 30D | -17.6% | -14.7% | -2.9% | -17.3% |
| 3M | -18.7% | -7.1% | -11.6% | -18.7% |
| 6M | -17.4% | -11.2% | -6.3% | -17.6% |
| YTD | +1.5% | +69.8% | -68.3% | -6.6% |
| 1Y | -9.4% | +49.9% | -59.3% | -15.8% |
| All | -0.7% | -51.4% | +50.7% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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