+2,961.7%
TT vs VNQ
+392.5%
+2,569.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.3% |
| 7D | 0.0% | -1.3% | +1.3% | +0.8% |
| 30D | -7.2% | -2.9% | -4.2% | -5.4% |
| 3M | -3.0% | +0.8% | -3.8% | -3.8% |
| 6M | +1.4% | +2.5% | -1.1% | -0.6% |
| YTD | +15.9% | +10.6% | +5.3% | +8.3% |
| 1Y | +9.4% | +9.1% | +0.3% | +3.1% |
| 3Y | +124.4% | +31.0% | +93.3% | +86.1% |
| 5Y | +138.0% | +4.9% | +133.1% | +127.1% |
| 10Y | +886.4% | +59.5% | +826.9% | +609.4% |
| All | +2,961.7% | +392.5% | +2,569.2% | +966.6% |
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