+459.4%
TTMI vs IVZ
+80.7%
+378.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.2% | +4.1% |
| 7D | +12.2% | +1.1% | +11.1% | +11.5% |
| 30D | -5.7% | +3.1% | -8.8% | -7.2% |
| 3M | -27.5% | +18.2% | -45.7% | -33.2% |
| 6M | +47.1% | +38.6% | +8.5% | +25.4% |
| YTD | +87.5% | +25.9% | +61.6% | +66.9% |
| 1Y | +175.2% | +51.7% | +123.5% | +124.6% |
| 3Y | +901.9% | +138.7% | +763.3% | +540.7% |
| 5Y | +843.5% | +62.8% | +780.7% | +597.4% |
| 10Y | +1,077.0% | +60.9% | +1,016.1% | +662.7% |
| All | +459.4% | +80.7% | +378.6% | +132.3% |
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 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