+396.5%
TTMI vs VMC
+125.2%
+271.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.6% |
| 7D | +11.4% | -1.3% | +12.6% | +12.2% |
| 30D | -28.3% | +15.5% | -43.8% | -33.7% |
| 3M | -46.7% | +0.6% | -47.2% | -47.3% |
| 6M | -56.1% | +2.1% | -58.2% | -57.7% |
| YTD | +7.4% | -1.6% | +8.9% | +5.7% |
| 1Y | +17.4% | -1.2% | +18.6% | +15.7% |
| 3Y | +429.1% | +35.3% | +393.8% | +346.2% |
| 5Y | +418.8% | +43.6% | +375.2% | +318.9% |
| All | +396.5% | +125.2% | +271.3% | +198.8% |
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