+1,112.0%
VST vs TT
+764.8%
+347.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.4% | +8.2% | +9.1% |
| 7D | -9.8% | -2.0% | -7.8% | -8.4% |
| 30D | -25.1% | -14.0% | -11.1% | -17.9% |
| 3M | -11.6% | -15.9% | +4.3% | -1.9% |
| 6M | -20.9% | -17.3% | -3.6% | -11.5% |
| YTD | -22.3% | +4.0% | -26.3% | -24.4% |
| 1Y | -32.0% | -7.1% | -24.9% | -29.3% |
| 3Y | +262.4% | +90.2% | +172.1% | +178.4% |
| 5Y | +563.4% | +131.1% | +432.2% | +355.8% |
| All | +1,112.0% | +764.8% | +347.3% | +423.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling