+359.2%
VT vs TT
+2,265.6%
-1,906.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | -1.6% | -9.5% | +7.9% | +2.7% |
| 30D | -2.5% | -10.0% | +7.5% | +1.9% |
| 3M | -1.3% | -9.3% | +8.0% | +2.6% |
| 6M | +3.1% | -13.8% | +16.9% | +9.1% |
| YTD | +10.9% | +8.0% | +2.9% | +5.3% |
| 1Y | +12.1% | -5.8% | +17.9% | +13.0% |
| 3Y | +73.9% | +96.9% | -23.0% | +22.1% |
| 5Y | +58.0% | +148.7% | -90.7% | -3.0% |
| 10Y | +225.5% | +835.9% | -610.5% | +2.2% |
| All | +359.2% | +2,265.6% | -1,906.4% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling