+228.8%
VTV vs TT
+725.1%
-496.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.8% |
| 7D | +2.9% | +4.0% | -1.1% | +1.3% |
| 30D | +3.8% | -11.3% | +15.1% | +8.4% |
| 3M | +1.6% | -12.3% | +13.8% | +6.4% |
| 6M | +11.2% | -10.8% | +22.0% | +15.1% |
| YTD | +22.0% | +8.2% | +13.8% | +15.8% |
| 1Y | +24.9% | +1.5% | +23.4% | +21.6% |
| 3Y | +78.5% | +91.5% | -13.0% | +27.7% |
| 5Y | +77.8% | +130.2% | -52.4% | +13.4% |
| All | +228.8% | +725.1% | -496.3% | +14.6% |
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