+366.1%
VRT vs TTMI
+419.6%
-53.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.1% | +1.0% | -0.9% |
| 7D | -17.7% | -11.5% | -6.2% | -11.9% |
| 30D | -20.0% | -40.3% | +20.3% | +1.6% |
| 3M | -28.1% | -44.5% | +16.4% | -5.8% |
| 6M | -42.8% | -54.1% | +11.2% | -19.3% |
| YTD | +20.0% | +4.7% | +15.3% | +1.3% |
| 1Y | +3.5% | +3.3% | +0.2% | -13.1% |
| 3Y | +366.1% | +407.2% | -41.1% | +46.2% |
| All | +366.1% | +419.6% | -53.5% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling