+417.0%
TTMI vs VCLT
-16.7%
+433.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.6% |
| 7D | +11.4% | -2.3% | +13.6% | +13.5% |
| 30D | -28.3% | +0.8% | -29.0% | -29.2% |
| 3M | -46.7% | -2.7% | -44.0% | -45.8% |
| 6M | -56.1% | -4.3% | -51.8% | -54.7% |
| YTD | +7.4% | -4.3% | +11.7% | +11.4% |
| 1Y | +17.4% | -4.4% | +21.8% | +22.0% |
| 3Y | +429.1% | +13.8% | +415.4% | +386.1% |
| All | +417.0% | -16.7% | +433.6% | +412.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling