+1,917.9%
VRT vs TT
+530.2%
+1,387.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.7% | +5.0% | +5.3% |
| 7D | -10.6% | +1.7% | -12.3% | -11.2% |
| 30D | -17.4% | -11.8% | -5.6% | -6.7% |
| 3M | -26.4% | -12.6% | -13.8% | -15.8% |
| 6M | -41.0% | -9.4% | -31.6% | -33.7% |
| YTD | +23.8% | +8.8% | +15.0% | +19.7% |
| 1Y | +11.6% | -2.5% | +14.1% | +19.2% |
| 3Y | +403.5% | +95.7% | +307.8% | +239.3% |
| 5Y | +647.0% | +135.7% | +511.3% | +333.3% |
| All | +1,917.9% | +530.2% | +1,387.7% | +709.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling