+228.6%
TTE vs VT
+223.7%
+4.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -2.1% |
| 7D | -5.2% | +0.4% | -5.5% | -5.7% |
| 30D | +2.2% | -2.6% | +4.8% | +4.3% |
| 3M | +3.7% | -3.2% | +7.0% | +6.3% |
| 6M | +0.6% | +0.9% | -0.3% | -1.6% |
| YTD | +37.6% | +11.3% | +26.3% | +21.3% |
| 1Y | +46.8% | +14.0% | +32.8% | +26.2% |
| 3Y | +56.8% | +75.8% | -19.0% | -15.1% |
| 5Y | +126.0% | +57.8% | +68.2% | +36.6% |
| 10Y | +228.6% | +219.8% | +8.8% | -13.2% |
| All | +228.6% | +223.7% | +4.9% | -13.2% |
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