-14.1%
TTT vs VT
+217.6%
-231.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.5% | +4.7% | +4.4% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | -11.2% | -3.1% | -8.1% | -10.4% |
| 3M | +2.8% | -3.5% | +6.3% | +3.7% |
| 6M | +16.0% | +0.5% | +15.5% | +15.3% |
| YTD | +18.0% | +10.8% | +7.2% | +13.0% |
| 1Y | +26.7% | +11.9% | +14.8% | +20.9% |
| 3Y | +3.1% | +73.0% | -69.9% | -19.2% |
| 5Y | +224.6% | +58.6% | +166.0% | +166.4% |
| 10Y | -14.1% | +219.2% | -233.3% | -53.2% |
| All | -14.1% | +217.6% | -231.7% | -53.2% |
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