+1,934.0%
VRT vs TTMI
+285.0%
+1,648.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -2.2% |
| 7D | +10.5% | +11.4% | -0.9% | +4.8% |
| 30D | -9.3% | -28.3% | +19.0% | +4.2% |
| 3M | -29.6% | -46.7% | +17.1% | -7.5% |
| 6M | -45.4% | -56.1% | +10.8% | -22.9% |
| YTD | +24.8% | +7.4% | +17.5% | +9.0% |
| 1Y | +23.6% | +17.4% | +6.2% | +2.4% |
| 3Y | +379.7% | +429.1% | -49.5% | +89.2% |
| 5Y | +660.3% | +418.8% | +241.6% | +196.9% |
| All | +1,934.0% | +285.0% | +1,648.9% | +616.0% |
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