+901.9%
TTMI vs VFC
-25.9%
+927.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.9% | +4.8% | +3.4% |
| 7D | +12.2% | +0.8% | +11.3% | +12.0% |
| 30D | -5.7% | -11.9% | +6.2% | -3.0% |
| 3M | -27.5% | -20.2% | -7.3% | -24.2% |
| 6M | +47.1% | -23.0% | +70.1% | +54.8% |
| YTD | +87.5% | -26.2% | +113.7% | +98.3% |
| 1Y | +175.2% | -13.3% | +188.5% | +179.4% |
| 3Y | +901.9% | -25.5% | +927.4% | +852.8% |
| All | +901.9% | -25.9% | +927.8% | +852.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling