+725.0%
VTV vs TT
+3,037.5%
-2,312.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.6% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | +1.1% | -7.2% | +8.3% | +4.2% |
| 3M | +5.9% | -3.0% | +8.9% | +6.6% |
| 6M | +11.6% | +1.4% | +10.3% | +9.9% |
| YTD | +19.8% | +15.9% | +3.9% | +11.0% |
| 1Y | +26.2% | +9.4% | +16.8% | +19.4% |
| 3Y | +68.5% | +124.4% | -55.9% | +13.3% |
| 5Y | +79.9% | +138.0% | -58.1% | +15.3% |
| 10Y | +229.7% | +886.4% | -656.7% | +9.5% |
| All | +725.0% | +3,037.5% | -2,312.5% | +37.8% |
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