+911.5%
TT vs VT
+224.5%
+687.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | 0.0% | +0.4% | -0.4% | -0.5% |
| 30D | -7.2% | +1.0% | -8.1% | -8.1% |
| 3M | -3.0% | +2.4% | -5.4% | -5.3% |
| 6M | +1.4% | +12.0% | -10.7% | -9.8% |
| YTD | +15.9% | +15.3% | +0.6% | 0.0% |
| 1Y | +9.4% | +22.6% | -13.2% | -11.4% |
| 3Y | +124.4% | +74.7% | +49.7% | +26.1% |
| 5Y | +138.0% | +66.1% | +71.9% | +40.7% |
| All | +911.5% | +224.5% | +687.0% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded VT 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling