-13.9%
TTT vs VT
+223.7%
-237.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | -0.8% |
| 7D | -0.5% | +0.4% | -0.9% | -0.7% |
| 30D | -14.8% | -2.6% | -12.2% | -14.2% |
| 3M | +0.4% | -3.2% | +3.7% | +1.3% |
| 6M | +11.3% | +0.9% | +10.3% | +10.4% |
| YTD | +13.2% | +11.3% | +1.9% | +8.3% |
| 1Y | +21.8% | +14.0% | +7.8% | +15.5% |
| 3Y | -2.8% | +75.8% | -78.6% | -24.3% |
| 5Y | +228.7% | +57.8% | +170.8% | +171.4% |
| 10Y | -13.9% | +219.8% | -233.7% | -52.0% |
| All | -13.9% | +223.7% | -237.6% | -52.0% |
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