+6.8%
VRT vs TT
-2.5%
+9.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +4.7% | +5.0% | +3.1% |
| 7D | -10.6% | +1.7% | -12.3% | -11.7% |
| 30D | -17.4% | -11.8% | -5.6% | -1.8% |
| 3M | -26.4% | -12.6% | -13.8% | -11.2% |
| 6M | -41.0% | -9.4% | -31.6% | -30.8% |
| YTD | +23.8% | +8.8% | +15.0% | +22.9% |
| All | +6.8% | -2.5% | +9.4% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling