+298.0%
VST vs TTMI
+454.2%
-156.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.0% | -7.2% | -1.5% |
| 7D | +10.9% | +7.2% | +3.7% | +7.7% |
| 30D | -15.6% | -28.7% | +13.1% | -6.9% |
| 3M | -7.8% | -39.8% | +32.0% | +6.7% |
| 6M | -12.0% | -51.7% | +39.7% | +7.2% |
| YTD | -16.9% | +14.1% | -31.0% | -32.4% |
| 1Y | -25.1% | +16.0% | -41.0% | -40.6% |
| All | +298.0% | +454.2% | -156.2% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling