+754.0%
IVV vs TTMI
+504.4%
+249.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.8% | -9.3% | -1.7% |
| 7D | +0.1% | +5.9% | -5.7% | -0.8% |
| 30D | +0.1% | -4.3% | +4.4% | +0.3% |
| 3M | +2.0% | -32.0% | +34.0% | +6.4% |
| 6M | +13.0% | +19.5% | -6.4% | +6.9% |
| YTD | +13.6% | +82.0% | -68.4% | -0.1% |
| 1Y | +20.1% | +172.6% | -152.5% | -1.7% |
| 3Y | +77.6% | +744.7% | -667.0% | +19.6% |
| 5Y | +82.5% | +805.6% | -723.1% | +19.7% |
| 10Y | +316.5% | +1,057.6% | -741.1% | +154.7% |
| All | +754.0% | +504.4% | +249.6% | +319.9% |
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