+212.3%
IEFA vs TTMI
+1,266.9%
-1,054.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.9% | -0.4% |
| 7D | -0.5% | +7.5% | -7.9% | -1.7% |
| 30D | -1.1% | -4.5% | +3.4% | -0.8% |
| 3M | +5.1% | -28.5% | +33.6% | +9.3% |
| 6M | +9.3% | +28.4% | -19.0% | +1.5% |
| YTD | +13.0% | +80.1% | -67.1% | -2.5% |
| 1Y | +19.2% | +161.0% | -141.9% | -5.3% |
| 3Y | +67.0% | +862.4% | -795.4% | -0.3% |
| 5Y | +51.1% | +812.9% | -761.8% | -11.1% |
| 10Y | +146.5% | +1,094.7% | -948.2% | +32.0% |
| All | +212.3% | +1,266.9% | -1,054.6% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling