+14,178.8%
TT vs VMC
+3,502.6%
+10,676.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.9% |
| 7D | -2.0% | +0.5% | -2.5% | -2.4% |
| 30D | -14.0% | +15.8% | -29.8% | -20.5% |
| 3M | -15.9% | +0.6% | -16.4% | -16.8% |
| 6M | -17.3% | -4.0% | -13.3% | -16.6% |
| YTD | +4.0% | -0.3% | +4.3% | +2.2% |
| 1Y | -7.1% | -0.5% | -6.6% | -8.7% |
| 3Y | +90.2% | +39.6% | +50.7% | +56.3% |
| 5Y | +131.1% | +50.1% | +81.1% | +82.3% |
| 10Y | +777.7% | +163.9% | +613.8% | +383.3% |
| All | +14,178.8% | +3,502.6% | +10,676.2% | +2,183.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling