+220.3%
TTMI vs IVZ
+62.8%
+157.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.2% | -4.1% |
| 7D | +11.4% | +7.6% | +3.8% | +7.5% |
| 30D | -28.3% | +4.3% | -32.6% | -29.4% |
| 3M | -46.7% | -9.3% | -37.3% | -43.5% |
| 6M | -56.1% | +5.2% | -61.4% | -56.9% |
| YTD | +7.4% | +13.4% | -6.1% | +1.6% |
| 1Y | +17.4% | +25.4% | -8.0% | +6.0% |
| 3Y | +429.1% | +152.5% | +276.6% | +232.4% |
| 5Y | +418.8% | +36.7% | +382.1% | +325.6% |
| 10Y | +411.2% | +45.0% | +366.3% | +253.3% |
| All | +220.3% | +62.8% | +157.5% | +41.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling