+240.3%
TTMI vs VFC
+600.4%
-360.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.5% | +9.4% | +9.2% |
| 7D | +7.2% | -1.4% | +8.6% | +8.2% |
| 30D | -28.7% | +30.7% | -59.4% | -37.3% |
| 3M | -39.8% | +40.6% | -80.4% | -49.1% |
| 6M | -51.7% | +16.5% | -68.2% | -56.5% |
| YTD | +14.1% | +16.2% | -2.1% | +2.0% |
| 1Y | +16.0% | +42.4% | -26.5% | -6.0% |
| 3Y | +452.7% | +48.1% | +404.6% | +254.8% |
| 5Y | +451.5% | -67.8% | +519.3% | +655.1% |
| 10Y | +443.1% | -48.5% | +491.6% | +379.9% |
| All | +240.3% | +600.4% | -360.1% | -46.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling