+208.4%
TTE vs VT
+346.0%
-137.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.3% |
| 7D | -7.9% | -2.3% | -5.6% | -5.8% |
| 30D | +4.3% | -5.0% | +9.2% | +9.5% |
| 3M | +3.0% | -4.9% | +7.9% | +7.8% |
| 6M | -1.2% | -1.5% | +0.3% | -1.1% |
| YTD | +37.3% | +8.5% | +28.8% | +22.6% |
| 1Y | +49.2% | +11.4% | +37.8% | +29.4% |
| 3Y | +52.0% | +70.1% | -18.0% | -18.5% |
| 5Y | +130.3% | +53.7% | +76.6% | +35.7% |
| 10Y | +234.5% | +220.0% | +14.6% | -11.7% |
| All | +208.4% | +346.0% | -137.6% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling