+736.3%
TT vs VMC
+125.2%
+611.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.2% |
| 7D | +4.0% | -1.3% | +5.3% | +4.7% |
| 30D | -11.3% | +15.5% | -26.8% | -17.6% |
| 3M | -12.3% | +0.6% | -12.9% | -13.1% |
| 6M | -10.8% | +2.1% | -12.9% | -12.7% |
| YTD | +8.2% | -1.6% | +9.7% | +7.1% |
| 1Y | +1.5% | -1.2% | +2.6% | +0.2% |
| 3Y | +91.5% | +35.3% | +56.1% | +60.2% |
| 5Y | +130.2% | +43.6% | +86.6% | +85.2% |
| All | +736.3% | +125.2% | +611.1% | +427.7% |
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