+917.7%
TT vs VTRS
-48.4%
+966.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.4% |
| 7D | -1.2% | -2.2% | +1.0% | -0.7% |
| 30D | -7.3% | +3.3% | -10.6% | -8.0% |
| 3M | -3.6% | +2.0% | -5.6% | -4.3% |
| 6M | +2.8% | +19.9% | -17.1% | -1.7% |
| YTD | +14.5% | +35.7% | -21.2% | +6.6% |
| 1Y | +7.4% | +68.1% | -60.7% | -4.8% |
| 3Y | +116.2% | +87.1% | +29.1% | +82.3% |
| 5Y | +147.4% | +47.6% | +99.7% | +114.2% |
| All | +917.7% | -48.4% | +966.0% | +880.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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