+173.7%
VEA vs TT
+1,804.2%
-1,630.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.1% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +1.9% | -7.2% | +9.1% | +5.3% |
| 3M | +3.2% | -3.0% | +6.2% | +4.2% |
| 6M | +10.2% | +1.4% | +8.9% | +8.8% |
| YTD | +18.9% | +15.9% | +3.0% | +10.2% |
| 1Y | +29.3% | +9.4% | +19.9% | +22.5% |
| 3Y | +76.8% | +124.4% | -47.6% | +17.2% |
| 5Y | +61.2% | +138.0% | -76.8% | +1.7% |
| 10Y | +163.3% | +886.4% | -723.1% | -19.5% |
| All | +173.7% | +1,804.2% | -1,630.5% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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