+1,211.9%
TTMI vs VEU
+190.9%
+1,020.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.4% |
| 7D | +12.2% | +1.7% | +10.5% | +10.1% |
| 30D | -5.7% | +1.0% | -6.7% | -6.6% |
| 3M | -27.5% | +5.6% | -33.1% | -30.8% |
| 6M | +47.1% | +13.7% | +33.5% | +31.6% |
| YTD | +87.5% | +17.7% | +69.7% | +61.6% |
| 1Y | +175.2% | +25.8% | +149.5% | +123.0% |
| 3Y | +901.9% | +77.1% | +824.8% | +468.4% |
| 5Y | +843.5% | +57.1% | +786.3% | +511.9% |
| 10Y | +1,077.0% | +149.8% | +927.2% | +371.1% |
| All | +1,211.9% | +190.9% | +1,020.9% | +338.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling