+1,065.6%
VRT vs TTMI
+844.2%
+221.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.0% | +0.7% | +2.0% |
| 7D | +13.6% | +12.2% | +1.5% | +6.7% |
| 30D | +6.8% | -5.7% | +12.5% | +9.5% |
| 3M | -3.2% | -27.5% | +24.3% | +12.8% |
| 6M | +20.3% | +47.1% | -26.8% | -8.1% |
| YTD | +79.6% | +87.5% | -7.9% | +13.8% |
| 1Y | +139.0% | +175.2% | -36.2% | +16.6% |
| 3Y | +644.6% | +901.9% | -257.3% | +59.1% |
| All | +1,065.6% | +844.2% | +221.5% | +149.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling