+396.5%
TTMI vs VFC
-48.6%
+445.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.2% | -6.1% | -3.9% |
| 7D | +11.4% | +1.6% | +9.8% | +10.9% |
| 30D | -28.3% | +25.5% | -53.8% | -33.6% |
| 3M | -46.7% | +41.3% | -87.9% | -52.7% |
| 6M | -56.1% | +22.2% | -78.3% | -59.7% |
| YTD | +7.4% | +16.4% | -9.0% | -0.6% |
| 1Y | +17.4% | +38.4% | -21.0% | +2.5% |
| 3Y | +429.1% | +56.2% | +372.9% | +287.2% |
| 5Y | +418.8% | -68.2% | +486.9% | +597.9% |
| All | +396.5% | -48.6% | +445.2% | +457.8% |
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