-20.9%
VST vs TT
+10.3%
-31.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.2% |
| 7D | +8.9% | -0.2% | +9.1% | +9.0% |
| 30D | +6.2% | -7.4% | +13.6% | +10.7% |
| 3M | -2.7% | -3.2% | +0.5% | -1.1% |
| 6M | -8.4% | +1.1% | -9.5% | -9.5% |
| YTD | -7.2% | +15.6% | -22.8% | -14.1% |
| 1Y | -20.9% | +9.2% | -30.1% | -25.0% |
| All | -20.9% | +10.3% | -31.2% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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