+2,010.2%
VRT vs TTMI
+296.5%
+1,713.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +3.0% |
| 7D | +18.6% | +22.6% | -4.0% | +7.2% |
| 30D | -11.7% | -34.3% | +22.6% | +5.8% |
| 3M | -27.3% | -44.8% | +17.5% | -6.1% |
| 6M | -42.9% | -53.3% | +10.4% | -21.8% |
| YTD | +29.5% | +10.6% | +18.9% | +11.4% |
| 1Y | +21.0% | +8.2% | +12.9% | +4.4% |
| 3Y | +403.1% | +435.7% | -32.6% | +97.0% |
| 5Y | +688.8% | +434.2% | +254.6% | +203.6% |
| All | +2,010.2% | +296.5% | +1,713.7% | +632.0% |
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