+207.5%
TTE vs VT
+374.2%
-166.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +2.6% | +0.4% | +2.1% | +2.1% |
| 30D | +4.5% | +1.0% | +3.6% | +3.3% |
| 3M | -1.8% | +2.4% | -4.1% | -4.9% |
| 6M | +16.4% | +12.0% | +4.4% | +1.4% |
| YTD | +36.9% | +15.3% | +21.5% | +15.3% |
| 1Y | +50.2% | +22.6% | +27.6% | +18.1% |
| 3Y | +60.8% | +74.7% | -13.8% | -15.7% |
| 5Y | +162.8% | +66.1% | +96.7% | +43.2% |
| 10Y | +222.4% | +225.0% | -2.6% | -15.5% |
| All | +207.5% | +374.2% | -166.7% | -50.7% |
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