+1,087.8%
TTMI vs VCLT
+103.3%
+984.5%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | +12.2% | +0.3% | +11.8% | +12.1% |
| 30D | -5.7% | -0.6% | -5.2% | -5.7% |
| 3M | -27.5% | -2.2% | -25.2% | -27.2% |
| 6M | +47.1% | -2.9% | +50.0% | +47.8% |
| YTD | +87.5% | -2.1% | +89.5% | +88.2% |
| 1Y | +175.2% | -2.6% | +177.8% | +176.4% |
| 3Y | +901.9% | +12.5% | +889.4% | +897.9% |
| 5Y | +843.5% | -15.3% | +858.8% | +782.7% |
| 10Y | +1,077.0% | +16.6% | +1,060.3% | +1,203.4% |
| All | +1,087.8% | +103.3% | +984.5% | +2,163.2% |
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 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