-91.3%
TTEC vs VT
+345.0%
-436.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | +1.0% |
| 7D | -5.7% | -4.2% | -1.6% | -1.5% |
| 30D | +9.6% | -5.8% | +15.4% | +16.5% |
| 3M | -43.9% | -5.2% | -38.7% | -40.8% |
| 6M | -50.2% | +0.1% | -50.3% | -50.6% |
| YTD | -58.9% | +8.2% | -67.1% | -62.1% |
| 1Y | -54.7% | +10.1% | -64.9% | -59.0% |
| 3Y | -93.1% | +69.7% | -162.8% | -95.9% |
| 5Y | -98.5% | +53.4% | -151.8% | -99.0% |
| 10Y | -93.5% | +219.2% | -312.7% | -97.8% |
| All | -91.3% | +345.0% | -436.3% | -98.2% |
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 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