+15.5%
VRT vs TT
-0.9%
+16.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.0% | +5.4% | +5.0% |
| 7D | +0.5% | +3.5% | -3.0% | -3.4% |
| 30D | -13.7% | -11.0% | -2.7% | +1.3% |
| 3M | -26.7% | -12.0% | -14.7% | -12.4% |
| 6M | -43.8% | -10.4% | -33.4% | -33.3% |
| YTD | +27.6% | +9.9% | +17.6% | +25.7% |
| 1Y | +15.5% | +1.5% | +14.0% | +25.0% |
| All | +15.5% | -0.9% | +16.4% | +25.0% |
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