+753.3%
TT vs VO
+196.6%
+556.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.5% |
| 7D | -2.0% | -2.6% | +0.5% | +0.5% |
| 30D | -14.0% | -0.9% | -13.1% | -13.2% |
| 3M | -15.9% | -3.0% | -12.9% | -13.3% |
| 6M | -17.3% | +2.2% | -19.5% | -18.8% |
| YTD | +4.0% | +10.6% | -6.6% | -5.3% |
| 1Y | -7.1% | +12.5% | -19.6% | -16.8% |
| 3Y | +90.2% | +61.4% | +28.9% | +20.7% |
| 5Y | +131.1% | +33.4% | +97.7% | +75.3% |
| All | +753.3% | +196.6% | +556.7% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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