+213.7%
VT vs TT
+764.8%
-551.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | -0.7% |
| 7D | -2.3% | -2.0% | -0.3% | -1.5% |
| 30D | -5.0% | -14.0% | +9.1% | +0.8% |
| 3M | -4.9% | -15.9% | +11.0% | +1.7% |
| 6M | -1.5% | -17.3% | +15.8% | +5.5% |
| YTD | +8.5% | +4.0% | +4.5% | +5.0% |
| 1Y | +11.4% | -7.1% | +18.5% | +12.9% |
| 3Y | +70.1% | +90.2% | -20.2% | +23.2% |
| 5Y | +53.7% | +131.1% | -77.4% | -1.0% |
| All | +213.7% | +764.8% | -551.1% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling