+1,102.8%
TTMI vs VFC
-69.9%
+1,172.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.2% | -1.7% | -3.2% |
| 7D | +7.5% | -2.3% | +9.8% | +8.3% |
| 30D | -4.5% | -13.4% | +8.9% | -0.1% |
| 3M | -28.5% | -23.7% | -4.8% | -23.0% |
| 6M | +28.4% | -24.5% | +52.8% | +38.5% |
| YTD | +80.1% | -27.8% | +107.9% | +95.9% |
| 1Y | +161.0% | -13.5% | +174.5% | +165.3% |
| 3Y | +862.4% | -27.1% | +889.5% | +803.1% |
| 5Y | +812.9% | -79.0% | +891.9% | +1,296.1% |
| All | +1,102.8% | -69.9% | +1,172.7% | +1,439.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling