+1,124.0%
TTMI vs VCLT
+17.1%
+1,106.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.3% |
| 7D | +0.7% | -1.4% | +2.0% | +1.4% |
| 30D | -8.4% | -1.2% | -7.3% | -7.9% |
| 3M | -32.5% | -4.8% | -27.7% | -30.7% |
| 6M | +32.5% | -2.6% | +35.1% | +34.7% |
| YTD | +83.2% | -3.3% | +86.6% | +87.2% |
| 1Y | +161.7% | -4.8% | +166.5% | +169.2% |
| 3Y | +890.1% | +11.5% | +878.6% | +853.5% |
| 5Y | +832.4% | -17.0% | +849.4% | +853.0% |
| All | +1,124.0% | +17.1% | +1,106.9% | +1,289.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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