-19.0%
TTAN vs VT
+32.4%
-51.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.4% |
| 7D | -6.8% | -0.7% | -6.1% | -6.2% |
| 30D | +13.2% | -1.7% | +14.9% | +14.6% |
| 3M | -7.4% | -2.3% | -5.1% | -5.8% |
| 6M | +35.7% | +1.5% | +34.2% | +33.3% |
| YTD | -23.2% | +12.0% | -35.2% | -32.1% |
| 1Y | -11.0% | +12.9% | -23.9% | -21.9% |
| All | -19.0% | +32.4% | -51.4% | -41.8% |
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