+567.3%
VRT vs TT
+129.2%
+438.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +0.4% |
| 7D | -21.4% | -2.0% | -19.3% | -18.6% |
| 30D | -25.8% | -14.0% | -11.8% | -9.9% |
| 3M | -33.5% | -15.9% | -17.7% | -16.7% |
| 6M | -49.0% | -17.3% | -31.7% | -33.6% |
| YTD | +12.9% | +4.0% | +9.0% | +11.2% |
| 1Y | 0.0% | -7.1% | +7.1% | +13.8% |
| 3Y | +361.8% | +90.2% | +271.6% | +149.2% |
| All | +567.3% | +129.2% | +438.1% | +150.8% |
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