+1,084.3%
TTMI vs VIG
+247.5%
+836.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -0.9% |
| 7D | +6.0% | -2.2% | +8.2% | +9.2% |
| 30D | -6.4% | -3.2% | -3.2% | -2.4% |
| 3M | -28.9% | +3.0% | -32.0% | -31.9% |
| 6M | +26.9% | +8.1% | +18.7% | +15.3% |
| YTD | +77.3% | +9.1% | +68.3% | +59.9% |
| 1Y | +147.5% | +12.6% | +134.9% | +116.1% |
| 3Y | +847.6% | +55.4% | +792.3% | +469.0% |
| 5Y | +802.2% | +62.8% | +739.4% | +418.7% |
| All | +1,084.3% | +247.5% | +836.8% | +193.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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