+1,205.2%
VST vs TTMI
+476.8%
+728.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +13.3% | -6.0% | +3.4% |
| 7D | -0.5% | -1.6% | +1.1% | 0.0% |
| 30D | -17.1% | -37.7% | +20.7% | -6.3% |
| 3M | -4.6% | -45.1% | +40.5% | +10.7% |
| 6M | -9.1% | -52.1% | +43.0% | +7.6% |
| YTD | -16.6% | +9.2% | -25.8% | -24.9% |
| 1Y | -29.5% | +12.9% | -42.4% | -37.7% |
| 3Y | +297.5% | +445.5% | -147.9% | +125.1% |
| 5Y | +654.5% | +427.9% | +226.6% | +315.0% |
| 10Y | +1,205.2% | +449.9% | +755.4% | +570.2% |
| All | +1,205.2% | +476.8% | +728.4% | +570.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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