+905.2%
VRT vs TT
+140.2%
+765.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.5% | +3.3% |
| 7D | +9.1% | 0.0% | +9.1% | +9.2% |
| 30D | +0.9% | -7.2% | +8.1% | +11.0% |
| 3M | -13.4% | -3.0% | -10.4% | -8.4% |
| 6M | +11.7% | +1.4% | +10.3% | +12.8% |
| YTD | +73.2% | +15.9% | +57.3% | +48.3% |
| 1Y | +123.4% | +9.4% | +114.0% | +105.2% |
| 3Y | +606.2% | +124.4% | +481.8% | +213.5% |
| All | +905.2% | +140.2% | +765.1% | +230.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling