+444.9%
TTMI vs VMC
+35.7%
+409.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.4% |
| 7D | +22.6% | -1.7% | +24.3% | +23.7% |
| 30D | -34.3% | +15.3% | -49.6% | -39.7% |
| 3M | -44.8% | +0.3% | -45.1% | -45.1% |
| 6M | -53.3% | +0.9% | -54.2% | -55.0% |
| YTD | +10.6% | -1.0% | +11.6% | +7.8% |
| 1Y | +8.2% | -4.3% | +12.5% | +8.6% |
| All | +444.9% | +35.7% | +409.1% | +308.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling