+10.7%
TTMI vs ITOT
+14.7%
-4.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.5% | -11.7% | -15.7% |
| 7D | -19.2% | -0.7% | -18.5% | -17.5% |
| 30D | -44.9% | -1.1% | -43.8% | -41.5% |
| 3M | -44.7% | -0.8% | -43.9% | -41.6% |
| 6M | -53.4% | +7.0% | -60.4% | -61.9% |
| YTD | +6.3% | +13.3% | -7.0% | -28.4% |
| 1Y | +10.7% | +14.8% | -4.1% | -28.2% |
| All | +10.7% | +14.7% | -4.0% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1y: compounded portfolio wealth divided by compounded ITOT 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…
1y analysis · Full analysis span regression · 6 months rolling