+377.4%
VT vs TT
+2,438.2%
-2,060.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | +0.4% | -0.2% | +0.7% | +0.5% |
| 30D | +1.0% | -7.4% | +8.4% | +4.4% |
| 3M | +2.4% | -3.2% | +5.6% | +3.4% |
| 6M | +12.0% | +1.1% | +10.9% | +10.5% |
| YTD | +15.3% | +15.6% | -0.3% | +6.6% |
| 1Y | +22.6% | +9.2% | +13.4% | +15.9% |
| 3Y | +74.7% | +124.4% | -49.7% | +15.2% |
| 5Y | +66.1% | +138.0% | -71.9% | +4.4% |
| 10Y | +225.0% | +886.4% | -661.4% | -0.1% |
| All | +377.4% | +2,438.2% | -2,060.8% | -17.9% |
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