+769.3%
VST vs TTMI
+804.2%
-34.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.8% | -5.3% | +0.8% |
| 7D | +8.9% | +5.9% | +3.0% | +6.9% |
| 30D | +6.2% | -4.3% | +10.5% | +6.9% |
| 3M | -2.7% | -32.0% | +29.3% | +7.0% |
| 6M | -8.4% | +19.5% | -27.8% | -17.8% |
| YTD | -7.2% | +82.0% | -89.2% | -29.1% |
| 1Y | -20.9% | +172.6% | -193.5% | -48.4% |
| 3Y | +384.0% | +744.7% | -360.7% | +120.9% |
| All | +769.3% | +804.2% | -34.9% | +279.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling