+1,002.6%
VST vs TTMI
+475.3%
+527.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | +6.9% | +3.7% | +8.6% |
| 7D | -9.8% | -19.8% | +10.0% | -3.9% |
| 30D | -25.1% | -48.1% | +23.0% | -11.1% |
| 3M | -11.6% | -51.2% | +39.6% | +5.9% |
| 6M | -20.9% | -59.6% | +38.7% | -2.1% |
| YTD | -22.3% | -3.6% | -18.7% | -27.0% |
| 1Y | -32.0% | -2.3% | -29.7% | -37.0% |
| 3Y | +262.4% | +369.4% | -107.0% | +119.3% |
| 5Y | +563.4% | +365.4% | +197.9% | +288.9% |
| 10Y | +1,120.7% | +413.2% | +707.5% | +579.8% |
| All | +1,002.6% | +475.3% | +527.2% | +515.4% |
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