+157.1%
TTMI vs VG
-51.4%
+208.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.1% | +6.8% | +6.9% |
| 7D | -19.8% | -22.0% | +2.2% | -17.1% |
| 30D | -48.1% | -11.6% | -36.5% | -47.1% |
| 3M | -51.2% | -14.9% | -36.4% | -50.2% |
| 6M | -59.6% | -3.5% | -56.1% | -59.7% |
| YTD | -3.6% | +70.0% | -73.6% | -18.8% |
| 1Y | -2.3% | +50.0% | -52.3% | -15.7% |
| All | +157.1% | -51.4% | +208.5% | +134.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling