+10.7%
TTMI vs VEU
+17.0%
-6.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.0% | -12.1% | -15.2% |
| 7D | -19.2% | +0.2% | -19.4% | -20.1% |
| 30D | -44.9% | -2.1% | -42.8% | -41.0% |
| 3M | -44.7% | -2.7% | -42.0% | -39.5% |
| 6M | -53.4% | +3.2% | -56.6% | -55.0% |
| YTD | +6.3% | +12.6% | -6.2% | -26.3% |
| 1Y | +10.7% | +17.1% | -6.4% | -34.8% |
| All | +10.7% | +17.0% | -6.3% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 1y: compounded portfolio wealth divided by compounded VEU 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…
1y analysis · Full analysis span regression · 6 months rolling