+734.7%
TT vs VT
+217.6%
+517.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.6% |
| 7D | +0.8% | -0.1% | +1.0% | +1.0% |
| 30D | -11.8% | -3.1% | -8.7% | -8.8% |
| 3M | -11.6% | -3.5% | -8.1% | -8.1% |
| 6M | -9.3% | +0.5% | -9.8% | -9.6% |
| YTD | +8.9% | +10.8% | -1.9% | -1.8% |
| 1Y | -2.2% | +11.9% | -14.1% | -12.7% |
| 3Y | +91.9% | +73.0% | +18.9% | +9.3% |
| 5Y | +136.0% | +58.6% | +77.4% | +47.0% |
| 10Y | +734.7% | +219.2% | +515.5% | +140.5% |
| All | +734.7% | +217.6% | +517.1% | +140.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling