+812.9%
TTMI vs VMC
+48.3%
+764.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.3% | -0.7% | -2.1% |
| 7D | +7.5% | -5.3% | +12.8% | +10.9% |
| 30D | -4.5% | -12.3% | +7.8% | +2.8% |
| 3M | -28.5% | -10.3% | -18.3% | -25.3% |
| 6M | +28.4% | -8.6% | +36.9% | +32.5% |
| YTD | +80.1% | -11.9% | +92.0% | +89.6% |
| 1Y | +161.0% | -13.9% | +174.9% | +179.6% |
| 3Y | +862.4% | +18.2% | +844.3% | +741.6% |
| 5Y | +812.9% | +47.7% | +765.2% | +591.6% |
| All | +812.9% | +48.3% | +764.7% | +591.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling