-91.9%
TTEC vs VT
+374.2%
-466.1%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.4% | +0.4% | -1.9% | -1.9% |
| 30D | -47.7% | +1.0% | -48.7% | -48.2% |
| 3M | -40.0% | +2.4% | -42.4% | -41.6% |
| 6M | -42.0% | +12.0% | -54.0% | -48.5% |
| YTD | -61.7% | +15.3% | -77.0% | -66.9% |
| 1Y | -63.9% | +22.6% | -86.5% | -70.7% |
| 3Y | -95.3% | +74.7% | -170.0% | -97.3% |
| 5Y | -98.7% | +66.1% | -164.8% | -99.2% |
| 10Y | -94.3% | +225.0% | -319.3% | -98.1% |
| All | -91.9% | +374.2% | -466.1% | -98.4% |
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