+962.7%
VST vs TT
+814.1%
+148.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -1.7% | -12.2% | -12.9% |
| 7D | -15.7% | -8.5% | -7.2% | -11.3% |
| 30D | -17.0% | -12.8% | -4.2% | -9.9% |
| 3M | -15.9% | -12.9% | -3.0% | -8.8% |
| 6M | -25.0% | -15.2% | -9.8% | -17.5% |
| YTD | -25.1% | +6.2% | -31.3% | -28.1% |
| 1Y | -34.9% | -4.5% | -30.3% | -33.4% |
| 3Y | +252.7% | +93.6% | +159.1% | +168.2% |
| 5Y | +582.3% | +141.1% | +441.2% | +359.8% |
| 10Y | +1,076.6% | +796.8% | +279.8% | +416.0% |
| All | +962.7% | +814.1% | +148.7% | +365.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling