+123.4%
VRT vs TTMI
+171.3%
-47.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.8% | -4.5% | +0.3% |
| 7D | +9.1% | +5.9% | +3.3% | +6.2% |
| 30D | +0.9% | -4.3% | +5.2% | +2.4% |
| 3M | -13.4% | -32.0% | +18.7% | +1.4% |
| 6M | +11.7% | +19.5% | -7.8% | +0.8% |
| YTD | +73.2% | +82.0% | -8.8% | +26.6% |
| 1Y | +123.4% | +172.6% | -49.2% | +37.5% |
| All | +123.4% | +171.3% | -47.9% | +37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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