+1,973.1%
TT vs VIG
+648.1%
+1,325.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.3% | +1.5% |
| 7D | +1.7% | +0.4% | +1.3% | +1.1% |
| 30D | -11.8% | +4.3% | -16.1% | -16.8% |
| 3M | -12.6% | +2.0% | -14.6% | -15.1% |
| 6M | -9.4% | +10.2% | -19.6% | -20.5% |
| YTD | +8.8% | +14.8% | -6.0% | -9.4% |
| 1Y | -2.5% | +17.5% | -20.0% | -21.3% |
| 3Y | +95.7% | +67.4% | +28.3% | -1.6% |
| 5Y | +135.7% | +63.4% | +72.4% | +23.2% |
| 10Y | +750.6% | +259.9% | +490.7% | +43.5% |
| All | +1,973.1% | +648.1% | +1,325.0% | +24.5% |
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 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