+132.3%
TT vs VO
+36.2%
+96.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +4.0% | +3.1% | +0.9% | +0.9% |
| 30D | -11.3% | +2.2% | -13.5% | -13.2% |
| 3M | -12.3% | -2.5% | -9.8% | -10.0% |
| 6M | -10.8% | +7.0% | -17.8% | -16.4% |
| YTD | +8.2% | +14.0% | -5.8% | -4.6% |
| 1Y | +1.5% | +15.6% | -14.2% | -11.7% |
| 3Y | +91.5% | +66.2% | +25.3% | +18.0% |
| All | +132.3% | +36.2% | +96.1% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling