+1,216.9%
VST vs TTMI
+986.5%
+230.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.8% | -5.3% | +1.1% |
| 7D | +8.9% | +5.9% | +3.0% | +7.1% |
| 30D | +6.2% | -4.3% | +10.5% | +6.9% |
| 3M | -2.7% | -32.0% | +29.3% | +5.9% |
| 6M | -8.4% | +19.5% | -27.8% | -16.4% |
| YTD | -7.2% | +82.0% | -89.2% | -26.0% |
| 1Y | -20.9% | +172.6% | -193.5% | -44.5% |
| 3Y | +384.0% | +744.7% | -360.7% | +150.3% |
| 5Y | +757.1% | +805.6% | -48.5% | +323.7% |
| All | +1,216.9% | +986.5% | +230.3% | +524.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling