+717.5%
IVV vs TTMI
+220.0%
+497.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.9% | -6.6% | -0.7% |
| 7D | -2.7% | -19.8% | +17.1% | +0.1% |
| 30D | -5.4% | -48.1% | +42.8% | +2.6% |
| 3M | -4.1% | -51.2% | +47.2% | +4.4% |
| 6M | +0.7% | -59.6% | +60.3% | +11.1% |
| YTD | +8.7% | -3.6% | +12.3% | +3.2% |
| 1Y | +11.0% | -2.3% | +13.3% | +4.4% |
| 3Y | +75.4% | +369.4% | -293.9% | +26.9% |
| 5Y | +68.3% | +365.4% | -297.1% | +19.7% |
| 10Y | +315.5% | +413.2% | -97.7% | +181.8% |
| All | +717.5% | +220.0% | +497.4% | +333.6% |
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