+957.3%
TT vs VMC
+146.8%
+810.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +2.8% | +1.1% |
| 7D | +1.4% | -5.3% | +6.7% | +4.0% |
| 30D | -6.7% | -12.3% | +5.6% | -0.8% |
| 3M | -5.4% | -10.3% | +4.8% | -0.9% |
| 6M | +4.4% | -8.6% | +12.9% | +8.3% |
| YTD | +14.9% | -11.9% | +26.8% | +20.6% |
| 1Y | +9.3% | -13.9% | +23.2% | +15.7% |
| 3Y | +121.7% | +18.2% | +103.6% | +99.2% |
| 5Y | +148.2% | +47.7% | +100.4% | +99.2% |
| 10Y | +957.3% | +152.5% | +804.8% | +536.1% |
| All | +957.3% | +146.8% | +810.5% | +536.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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