+802.2%
TTMI vs IVZ
+57.9%
+744.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.3% |
| 7D | +6.0% | -2.4% | +8.4% | +7.5% |
| 30D | -6.4% | +2.5% | -8.9% | -7.7% |
| 3M | -28.9% | +17.1% | -46.0% | -34.8% |
| 6M | +26.9% | +35.1% | -8.3% | +7.4% |
| YTD | +77.3% | +24.3% | +53.0% | +56.1% |
| 1Y | +147.5% | +48.7% | +98.8% | +99.2% |
| 3Y | +847.6% | +135.6% | +712.0% | +482.3% |
| 5Y | +802.2% | +60.3% | +741.9% | +493.3% |
| All | +802.2% | +57.9% | +744.3% | +493.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling