+81.7%
VRT vs TTMI
+151.8%
-70.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -4.9% |
| 7D | -7.7% | +6.0% | -13.7% | -10.0% |
| 30D | -12.0% | -6.4% | -5.5% | -9.4% |
| 3M | -11.7% | -28.9% | +17.2% | +1.7% |
| 6M | -8.1% | +26.9% | -34.9% | -18.1% |
| YTD | +53.2% | +77.3% | -24.1% | +14.2% |
| 1Y | +81.7% | +147.5% | -65.8% | +17.8% |
| All | +81.7% | +151.8% | -70.1% | +17.8% |
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