+1,124.0%
TTMI vs IVZ
+65.9%
+1,058.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +2.8% |
| 7D | +0.7% | -2.4% | +3.1% | +1.8% |
| 30D | -8.4% | +3.0% | -11.5% | -9.7% |
| 3M | -32.5% | +14.9% | -47.3% | -36.8% |
| 6M | +32.5% | +36.7% | -4.3% | +14.2% |
| YTD | +83.2% | +25.7% | +57.6% | +63.8% |
| 1Y | +161.7% | +47.7% | +114.0% | +118.0% |
| 3Y | +890.1% | +138.8% | +751.3% | +548.4% |
| 5Y | +832.4% | +62.1% | +770.4% | +593.9% |
| All | +1,124.0% | +65.9% | +1,058.1% | +710.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling