+588.9%
VST vs TTMI
+364.5%
+224.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +6.9% | +3.7% | +8.3% |
| 7D | -9.8% | -19.8% | +10.0% | -3.2% |
| 30D | -25.1% | -48.1% | +23.0% | -9.4% |
| 3M | -11.6% | -51.2% | +39.6% | +8.0% |
| 6M | -20.9% | -59.6% | +38.7% | +0.2% |
| YTD | -22.3% | -3.6% | -18.7% | -29.0% |
| 1Y | -32.0% | -2.3% | -29.7% | -38.9% |
| 3Y | +262.4% | +369.4% | -107.0% | +96.0% |
| All | +588.9% | +364.5% | +224.5% | +250.6% |
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