+748.4%
TT vs VIG
+262.6%
+485.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +8.1% | +3.1% | +5.0% | +4.4% |
| 30D | -11.3% | +5.0% | -16.3% | -16.3% |
| 3M | -11.2% | +2.7% | -13.9% | -13.9% |
| 6M | -8.9% | +11.0% | -19.9% | -19.1% |
| YTD | +9.7% | +16.0% | -6.2% | -7.1% |
| 1Y | +1.3% | +16.3% | -15.0% | -14.5% |
| 3Y | +93.4% | +66.8% | +26.5% | +9.0% |
| 5Y | +133.5% | +64.8% | +68.8% | +34.6% |
| All | +748.4% | +262.6% | +485.8% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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