+161.7%
TTMI vs VCLT
-4.4%
+166.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.3% | +3.3% |
| 7D | +0.7% | -1.4% | +2.0% | +4.0% |
| 30D | -8.4% | -1.2% | -7.3% | -5.9% |
| 3M | -32.5% | -4.8% | -27.7% | -23.7% |
| 6M | +32.5% | -2.6% | +35.1% | +42.3% |
| YTD | +83.2% | -3.3% | +86.6% | +101.2% |
| 1Y | +161.7% | -4.8% | +166.5% | +188.2% |
| All | +161.7% | -4.4% | +166.1% | +188.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling