+75.8%
VT vs TT
+124.4%
-48.7%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +0.4% | -0.2% | +0.7% | +0.5% |
| 30D | +1.0% | -7.4% | +8.4% | +3.3% |
| 3M | +2.4% | -3.2% | +5.6% | +3.1% |
| 6M | +12.0% | +1.1% | +10.9% | +11.0% |
| YTD | +15.3% | +15.6% | -0.3% | +9.5% |
| 1Y | +22.6% | +9.2% | +13.4% | +18.2% |
| All | +75.8% | +124.4% | -48.7% | +40.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling