+297.8%
VTI vs TT
+961.2%
-663.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -0.9% | -1.2% | +0.3% | -0.4% |
| 30D | -1.4% | -7.3% | +5.9% | +1.8% |
| 3M | +3.6% | -3.6% | +7.2% | +4.8% |
| 6M | +13.6% | +2.8% | +10.8% | +11.1% |
| YTD | +12.9% | +14.5% | -1.6% | +4.6% |
| 1Y | +17.2% | +7.4% | +9.8% | +11.4% |
| 3Y | +75.7% | +116.2% | -40.6% | +17.1% |
| 5Y | +75.4% | +147.4% | -71.9% | +6.8% |
| All | +297.8% | +961.2% | -663.5% | +29.2% |
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