+1,112.0%
VST vs TTMI
+352.8%
+759.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +6.9% | +3.7% | +8.5% |
| 7D | -9.8% | -19.8% | +10.0% | -3.7% |
| 30D | -25.1% | -48.1% | +23.0% | -10.8% |
| 3M | -11.6% | -51.2% | +39.6% | +6.3% |
| 6M | -20.9% | -59.6% | +38.7% | -1.6% |
| YTD | -22.3% | -3.6% | -18.7% | -27.3% |
| 1Y | -32.0% | -2.3% | -29.7% | -37.3% |
| 3Y | +262.4% | +369.4% | -107.0% | +114.4% |
| 5Y | +563.4% | +365.4% | +197.9% | +279.3% |
| All | +1,112.0% | +352.8% | +759.3% | +548.8% |
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