+580.3%
TTMI vs VCLT
+98.6%
+481.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | +11.4% | -2.3% | +13.6% | +11.7% |
| 30D | -28.3% | +0.8% | -29.0% | -28.4% |
| 3M | -46.7% | -2.7% | -44.0% | -46.5% |
| 6M | -56.1% | -4.3% | -51.8% | -55.9% |
| YTD | +7.4% | -4.3% | +11.7% | +8.0% |
| 1Y | +17.4% | -4.4% | +21.8% | +18.2% |
| 3Y | +429.1% | +13.8% | +415.4% | +429.7% |
| 5Y | +418.8% | -17.0% | +435.7% | +386.8% |
| 10Y | +411.2% | +20.9% | +390.3% | +495.9% |
| All | +580.3% | +98.6% | +481.6% | +1,199.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling