+50.4%
IEFA vs TTMI
+830.4%
-780.0%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.3% | +0.5% |
| 7D | -1.6% | +0.7% | -2.2% | -1.7% |
| 30D | -1.5% | -8.4% | +6.9% | -0.6% |
| 3M | +3.4% | -32.5% | +35.9% | +7.9% |
| 6M | +9.5% | +32.5% | -23.0% | +2.1% |
| YTD | +13.0% | +83.2% | -70.2% | -1.0% |
| 1Y | +18.0% | +161.7% | -143.7% | -4.1% |
| 3Y | +65.4% | +890.1% | -824.8% | -0.9% |
| All | +50.4% | +830.4% | -780.0% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 5y: compounded portfolio wealth divided by compounded TTMI 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…
5y analysis · Full analysis span regression · 6 months rolling