+127.9%
TT vs VIG
+59.0%
+68.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.8% |
| 7D | -2.0% | -1.8% | -0.2% | +0.1% |
| 30D | -14.0% | +2.7% | -16.7% | -17.0% |
| 3M | -15.9% | 0.0% | -15.8% | -16.0% |
| 6M | -17.3% | +6.8% | -24.1% | -23.8% |
| YTD | +4.0% | +12.1% | -8.1% | -9.5% |
| 1Y | -7.1% | +14.8% | -21.9% | -21.5% |
| 3Y | +90.2% | +62.4% | +27.8% | +5.1% |
| All | +127.9% | +59.0% | +68.9% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling