+8.7%
TT vs VMC
-10.4%
+19.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | 0.0% | -4.3% | +4.3% | +1.7% |
| 30D | -7.2% | -8.2% | +1.1% | -4.0% |
| 3M | -3.0% | -7.0% | +4.1% | -0.4% |
| 6M | +1.4% | -10.8% | +12.1% | +4.9% |
| YTD | +15.9% | -7.4% | +23.3% | +16.4% |
| All | +8.7% | -10.4% | +19.1% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling