+1,880.4%
TT vs VIG
+630.3%
+1,250.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.9% |
| 7D | -2.0% | -1.8% | -0.2% | +0.2% |
| 30D | -14.0% | +2.7% | -16.7% | -17.2% |
| 3M | -15.9% | 0.0% | -15.8% | -16.1% |
| 6M | -17.3% | +6.8% | -24.1% | -24.3% |
| YTD | +4.0% | +12.1% | -8.1% | -10.7% |
| 1Y | -7.1% | +14.8% | -21.9% | -22.7% |
| 3Y | +90.2% | +62.4% | +27.8% | -0.5% |
| 5Y | +131.1% | +59.6% | +71.6% | +24.6% |
| 10Y | +777.7% | +261.5% | +516.2% | +46.6% |
| All | +1,880.4% | +630.3% | +1,250.1% | +22.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling