+741.9%
VTV vs TT
+2,876.0%
-2,134.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | +0.1% | +0.6% |
| 7D | -0.4% | +3.5% | -3.9% | -1.9% |
| 30D | +3.9% | -11.0% | +14.9% | +8.6% |
| 3M | +2.6% | -12.0% | +14.6% | +7.6% |
| 6M | +11.5% | -10.4% | +21.9% | +15.5% |
| YTD | +22.3% | +9.9% | +12.3% | +15.2% |
| 1Y | +24.5% | +1.5% | +23.0% | +21.3% |
| 3Y | +78.8% | +93.7% | -14.9% | +28.3% |
| 5Y | +78.6% | +139.2% | -60.6% | +13.7% |
| 10Y | +231.8% | +741.5% | -509.7% | +17.7% |
| All | +741.9% | +2,876.0% | -2,134.0% | +43.1% |
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