+961.6%
TT vs VIG
+243.1%
+718.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.5% |
| 7D | +1.6% | -0.4% | +2.0% | +2.0% |
| 30D | -7.3% | -2.1% | -5.2% | -5.1% |
| 3M | -2.6% | +3.3% | -5.9% | -6.1% |
| 6M | +5.9% | +9.3% | -3.4% | -4.1% |
| YTD | +15.4% | +10.1% | +5.3% | +3.7% |
| 1Y | +8.2% | +14.7% | -6.5% | -7.1% |
| 3Y | +122.7% | +56.9% | +65.7% | +34.5% |
| 5Y | +145.0% | +62.9% | +82.0% | +43.2% |
| All | +961.6% | +243.1% | +718.5% | +143.5% |
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