+619.5%
VRT vs TT
+124.4%
+495.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.7% | +3.5% |
| 7D | +9.1% | -0.2% | +9.4% | +9.5% |
| 30D | +0.9% | -7.4% | +8.3% | +11.9% |
| 3M | -13.4% | -3.2% | -10.2% | -7.8% |
| 6M | +11.7% | +1.1% | +10.6% | +13.1% |
| YTD | +73.2% | +15.6% | +57.6% | +47.7% |
| 1Y | +123.4% | +9.2% | +114.3% | +105.0% |
| All | +619.5% | +124.4% | +495.1% | +304.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling