+2,510.8%
TT vs VT
+374.2%
+2,136.6%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.2% | +0.4% | -0.7% | -0.7% |
| 30D | -7.4% | +1.0% | -8.4% | -8.4% |
| 3M | -3.2% | +2.4% | -5.6% | -5.6% |
| 6M | +1.1% | +12.0% | -10.9% | -10.6% |
| YTD | +15.6% | +15.3% | +0.3% | -1.0% |
| 1Y | +9.2% | +22.6% | -13.4% | -12.6% |
| 3Y | +124.4% | +74.7% | +49.7% | +22.2% |
| 5Y | +138.0% | +66.1% | +71.9% | +36.8% |
| 10Y | +886.4% | +225.0% | +661.4% | +167.9% |
| All | +2,510.8% | +374.2% | +2,136.6% | +379.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling