-28.5%
VST vs TTMI
+7.7%
-36.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +13.3% | -6.0% | +3.3% |
| 7D | -0.5% | -1.6% | +1.1% | 0.0% |
| 30D | -17.1% | -37.7% | +20.7% | -7.0% |
| 3M | -4.6% | -45.1% | +40.5% | +9.8% |
| 6M | -9.1% | -52.1% | +43.0% | +6.6% |
| YTD | -16.6% | +9.2% | -25.8% | -26.0% |
| All | -28.5% | +7.7% | -36.1% | -37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling