-51.7%
TTMI vs VFC
+10.7%
-62.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.5% | +9.4% | +9.0% |
| 7D | +7.2% | -1.4% | +8.6% | +7.2% |
| 30D | -28.7% | +30.7% | -59.4% | -29.4% |
| 3M | -39.8% | +40.6% | -80.4% | -41.8% |
| 6M | -51.7% | +16.5% | -68.2% | -52.6% |
| All | -51.7% | +10.7% | -62.4% | -52.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling