+262.4%
VST vs TT
+89.7%
+172.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +2.4% | +8.2% | +8.2% |
| 7D | -9.8% | -2.0% | -7.8% | -7.5% |
| 30D | -25.1% | -14.0% | -11.1% | -12.8% |
| 3M | -11.6% | -15.9% | +4.3% | +5.1% |
| 6M | -20.9% | -17.3% | -3.6% | -5.1% |
| YTD | -22.3% | +4.0% | -26.3% | -29.2% |
| 1Y | -32.0% | -7.1% | -24.9% | -29.2% |
| 3Y | +262.4% | +90.2% | +172.1% | +130.1% |
| All | +262.4% | +89.7% | +172.7% | +130.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling