+68.5%
TTEQ vs VT
+38.7%
+29.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +1.0% |
| 7D | +3.6% | -0.1% | +3.8% | +3.8% |
| 30D | +1.9% | -0.7% | +2.6% | +3.1% |
| 3M | +1.9% | +4.0% | -2.1% | -3.6% |
| 6M | +32.9% | +12.3% | +20.6% | +12.6% |
| YTD | +30.5% | +14.0% | +16.5% | +8.3% |
| 1Y | +36.3% | +20.3% | +16.0% | +4.7% |
| All | +68.5% | +38.7% | +29.8% | +6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling