-29.4%
VST vs TT
-19.6%
-9.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -4.4% | -1.8% | -2.7% |
| 7D | -19.9% | -9.0% | -10.9% | -13.8% |
| 30D | -29.7% | -17.6% | -12.0% | -18.3% |
| 3M | -19.6% | -18.7% | -0.9% | -5.8% |
| 6M | -29.4% | -17.4% | -12.0% | -18.7% |
| All | -29.4% | -19.6% | -9.8% | -18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling