+204.2%
TTMI vs VG
-46.6%
+250.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.5% | +3.5% | +8.2% |
| 7D | +7.2% | +5.5% | +1.7% | +6.6% |
| 30D | -28.7% | -3.6% | -25.1% | -28.1% |
| 3M | -39.8% | -4.0% | -35.8% | -39.4% |
| 6M | -51.7% | +9.4% | -61.1% | -52.6% |
| YTD | +14.1% | +86.6% | -72.6% | -5.1% |
| 1Y | +16.0% | +69.5% | -53.5% | -1.6% |
| All | +204.2% | -46.6% | +250.8% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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