+91.1%
TTRX vs VT
+15.6%
+75.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -1.6% |
| 7D | +32.9% | -2.0% | +34.9% | +36.2% |
| 30D | +30.9% | -1.4% | +32.3% | +33.0% |
| 3M | +142.0% | +4.7% | +137.2% | +125.6% |
| 6M | +282.3% | +11.4% | +270.9% | +237.3% |
| YTD | +239.6% | +13.1% | +226.5% | +183.1% |
| All | +91.1% | +15.6% | +75.5% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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