+1,084.3%
TTMI vs VMC
+154.4%
+929.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | +6.0% | -3.7% | +9.7% | +8.0% |
| 30D | -6.4% | -12.8% | +6.3% | -0.2% |
| 3M | -28.9% | -7.9% | -21.0% | -27.0% |
| 6M | +26.9% | -7.5% | +34.4% | +29.9% |
| YTD | +77.3% | -11.6% | +88.9% | +85.6% |
| 1Y | +147.5% | -14.3% | +161.8% | +163.4% |
| 3Y | +847.6% | +18.5% | +829.1% | +762.4% |
| 5Y | +802.2% | +46.8% | +755.5% | +634.4% |
| All | +1,084.3% | +154.4% | +929.9% | +673.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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