-25.0%
VST vs TT
-14.9%
-10.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -1.7% | -12.2% | -12.6% |
| 7D | -15.7% | -8.5% | -7.2% | -10.0% |
| 30D | -17.0% | -12.8% | -4.2% | -7.8% |
| 3M | -15.9% | -12.9% | -3.0% | -6.7% |
| 6M | -25.0% | -15.2% | -9.8% | -15.1% |
| All | -25.0% | -14.9% | -10.1% | -15.1% |
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 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