+873.0%
TTMI vs IVZ
+133.3%
+739.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.8% | -3.2% | -3.4% |
| 7D | +7.5% | +1.2% | +6.3% | +6.6% |
| 30D | -4.5% | +1.8% | -6.3% | -5.5% |
| 3M | -28.5% | +15.7% | -44.3% | -34.8% |
| 6M | +28.4% | +36.3% | -8.0% | +5.4% |
| YTD | +80.1% | +24.9% | +55.1% | +54.7% |
| 1Y | +161.0% | +48.9% | +112.1% | +102.7% |
| All | +873.0% | +133.3% | +739.6% | +416.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling