-74.0%
TTI vs VT
+345.0%
-419.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.1% | -1.8% | +1.1% |
| 7D | -2.5% | -4.2% | +1.7% | +4.9% |
| 30D | -5.2% | -5.8% | +0.6% | +5.2% |
| 3M | -31.1% | -5.2% | -25.9% | -24.3% |
| 6M | -40.1% | +0.1% | -40.3% | -39.9% |
| YTD | -37.9% | +8.2% | -46.1% | -45.4% |
| 1Y | -19.3% | +10.1% | -29.4% | -31.1% |
| 3Y | +27.6% | +69.7% | -42.0% | -46.6% |
| 5Y | +51.2% | +53.4% | -2.2% | -25.3% |
| 10Y | +22.9% | +219.2% | -196.3% | -80.8% |
| All | -74.0% | +345.0% | -419.0% | -97.8% |
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