-86.6%
TTEC vs VT
+222.7%
-309.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.6% | +11.5% | +11.6% |
| 7D | +100.0% | +2.9% | +97.1% | +92.4% |
| 30D | +80.5% | -2.5% | +83.0% | +85.4% |
| 3M | +88.5% | -3.3% | +91.9% | +95.6% |
| 6M | +21.3% | +1.5% | +19.8% | +17.7% |
| YTD | -17.8% | +11.4% | -29.1% | -28.6% |
| 1Y | +2.8% | +11.9% | -9.1% | -11.3% |
| 3Y | -82.1% | +73.9% | -156.0% | -91.1% |
| 5Y | -96.4% | +57.9% | -154.3% | -97.9% |
| All | -86.6% | +222.7% | -309.3% | -96.3% |
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