+21.0%
VRT vs TTMI
+10.2%
+10.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +3.0% |
| 7D | +18.6% | +22.6% | -4.0% | +7.6% |
| 30D | -11.7% | -34.3% | +22.6% | +4.6% |
| 3M | -27.3% | -44.8% | +17.5% | -7.6% |
| 6M | -42.9% | -53.3% | +10.4% | -22.9% |
| YTD | +29.5% | +10.6% | +18.9% | +17.9% |
| 1Y | +21.0% | +8.2% | +12.9% | +11.7% |
| All | +21.0% | +10.2% | +10.9% | +11.7% |
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