+2,545.5%
VRT vs TTMI
+545.8%
+1,999.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.9% | -5.7% | -7.7% |
| 7D | +2.4% | +7.5% | -5.1% | -1.0% |
| 30D | -2.7% | -4.5% | +1.8% | -0.8% |
| 3M | -9.2% | -28.5% | +19.4% | +5.1% |
| 6M | -0.5% | +28.4% | -28.9% | -15.1% |
| YTD | +62.3% | +80.1% | -17.7% | +13.6% |
| 1Y | +109.6% | +161.0% | -51.5% | +20.0% |
| 3Y | +573.1% | +862.4% | -289.4% | +104.4% |
| 5Y | +953.6% | +812.9% | +140.7% | +224.3% |
| All | +2,545.5% | +545.8% | +1,999.7% | +646.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling