+2,723.0%
VRT vs TT
+571.2%
+2,151.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.6% | +3.7% | +3.8% |
| 7D | +9.1% | -0.2% | +9.4% | +9.4% |
| 30D | +0.9% | -7.4% | +8.3% | +8.5% |
| 3M | -13.4% | -3.2% | -10.2% | -9.2% |
| 6M | +11.7% | +1.1% | +10.6% | +13.6% |
| YTD | +73.2% | +15.6% | +57.6% | +57.0% |
| 1Y | +123.4% | +9.2% | +114.3% | +113.4% |
| 3Y | +606.2% | +124.4% | +481.8% | +320.4% |
| 5Y | +899.9% | +138.0% | +761.9% | +456.4% |
| All | +2,723.0% | +571.2% | +2,151.9% | +959.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling