+2,757.3%
TT vs VNQ
+399.1%
+2,358.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | +4.0% | +0.8% | +3.3% | +3.6% |
| 30D | -11.3% | +6.8% | -18.1% | -15.1% |
| 3M | -12.3% | -1.3% | -11.0% | -11.8% |
| 6M | -10.8% | +2.4% | -13.2% | -12.8% |
| YTD | +8.2% | +12.1% | -4.0% | 0.0% |
| 1Y | +1.5% | +12.0% | -10.5% | -6.1% |
| 3Y | +91.5% | +44.8% | +46.7% | +48.6% |
| 5Y | +130.2% | +6.9% | +123.3% | +116.5% |
| 10Y | +727.9% | +82.9% | +645.0% | +446.3% |
| All | +2,757.3% | +399.1% | +2,358.2% | +884.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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