+1,084.3%
TTMI vs VFC
-70.4%
+1,154.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -1.0% |
| 7D | +6.0% | -3.3% | +9.3% | +7.2% |
| 30D | -6.4% | -14.0% | +7.6% | -1.9% |
| 3M | -28.9% | -22.6% | -6.4% | -23.8% |
| 6M | +26.9% | -24.7% | +51.6% | +37.0% |
| YTD | +77.3% | -29.0% | +106.3% | +93.9% |
| 1Y | +147.5% | -13.8% | +161.3% | +151.9% |
| 3Y | +847.6% | -28.2% | +875.9% | +793.7% |
| 5Y | +802.2% | -79.0% | +881.2% | +1,276.8% |
| All | +1,084.3% | -70.4% | +1,154.7% | +1,423.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VFC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling