+2,723.0%
VRT vs TTMI
+552.8%
+2,170.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +8.8% | -4.5% | +0.1% |
| 7D | +9.1% | +5.9% | +3.3% | +6.0% |
| 30D | +0.9% | -4.3% | +5.2% | +2.5% |
| 3M | -13.4% | -32.0% | +18.7% | +2.4% |
| 6M | +11.7% | +19.5% | -7.8% | -1.9% |
| YTD | +73.2% | +82.0% | -8.8% | +20.4% |
| 1Y | +123.4% | +172.6% | -49.2% | +24.9% |
| 3Y | +606.2% | +744.7% | -138.5% | +126.3% |
| 5Y | +899.9% | +805.6% | +94.3% | +207.5% |
| All | +2,723.0% | +552.8% | +2,170.2% | +690.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling