+149.1%
TT vs VTRS
+47.1%
+102.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -1.2% | -2.2% | +1.0% | -0.8% |
| 30D | -7.3% | +3.3% | -10.6% | -7.9% |
| 3M | -3.6% | +2.0% | -5.6% | -4.2% |
| 6M | +2.8% | +19.9% | -17.1% | -1.4% |
| YTD | +14.5% | +35.7% | -21.2% | +7.2% |
| 1Y | +7.4% | +68.1% | -60.7% | -3.7% |
| 3Y | +116.2% | +87.1% | +29.1% | +82.5% |
| All | +149.1% | +47.1% | +102.0% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling