+736.7%
IVV vs TTMI
+262.5%
+474.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +13.3% | -10.9% | +0.4% |
| 7D | +0.1% | -1.6% | +1.7% | -0.1% |
| 30D | -3.3% | -37.7% | +34.4% | +2.0% |
| 3M | -2.4% | -45.1% | +42.7% | +4.3% |
| 6M | +2.6% | -52.1% | +54.7% | +10.3% |
| YTD | +11.3% | +9.2% | +2.1% | +3.6% |
| 1Y | +13.4% | +12.9% | +0.5% | +4.4% |
| 3Y | +80.3% | +445.5% | -365.2% | +27.4% |
| 5Y | +72.7% | +427.9% | -355.2% | +20.4% |
| 10Y | +309.6% | +449.9% | -140.2% | +174.5% |
| All | +736.7% | +262.5% | +474.2% | +335.4% |
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 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