+443.1%
TTMI vs VFC
+353.3%
+89.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +2.4% | +6.5% | +7.8% |
| 7D | +5.9% | -1.6% | +7.5% | +6.7% |
| 30D | -4.3% | -11.6% | +7.3% | +0.9% |
| 3M | -32.0% | -18.1% | -13.9% | -27.1% |
| 6M | +19.5% | -27.4% | +46.8% | +35.2% |
| YTD | +82.0% | -24.8% | +106.8% | +100.5% |
| 1Y | +172.6% | -8.2% | +180.8% | +169.3% |
| 3Y | +744.7% | -29.1% | +773.8% | +657.0% |
| 5Y | +805.6% | -79.2% | +884.7% | +1,417.4% |
| 10Y | +1,057.6% | -68.1% | +1,125.7% | +1,192.5% |
| All | +443.1% | +353.3% | +89.9% | +5.3% |
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