-19.2%
TTAN vs VT
+35.6%
-54.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.5% | -6.7% | -6.8% |
| 7D | -14.5% | +1.0% | -15.5% | -15.1% |
| 30D | -5.0% | -0.2% | -4.7% | -4.7% |
| 3M | +11.8% | +4.5% | +7.3% | +7.7% |
| 6M | -1.7% | +14.1% | -15.7% | -13.7% |
| YTD | -23.4% | +14.8% | -38.2% | -33.5% |
| 1Y | -31.5% | +21.2% | -52.7% | -44.0% |
| All | -19.2% | +35.6% | -54.8% | -43.0% |
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