+1,216.9%
VST vs TT
+897.4%
+319.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.0% |
| 7D | +8.9% | 0.0% | +8.9% | +8.9% |
| 30D | +6.2% | -7.2% | +13.4% | +10.8% |
| 3M | -2.7% | -3.0% | +0.2% | -1.2% |
| 6M | -8.4% | +1.4% | -9.7% | -9.4% |
| YTD | -7.2% | +15.9% | -23.1% | -15.5% |
| 1Y | -20.9% | +9.4% | -30.3% | -25.7% |
| 3Y | +384.0% | +124.4% | +259.6% | +238.8% |
| 5Y | +757.1% | +138.0% | +619.1% | +471.7% |
| All | +1,216.9% | +897.4% | +319.5% | +446.9% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling