+443.1%
TTMI vs VMC
+874.8%
-431.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.9% | +7.9% | +8.3% |
| 7D | +5.9% | -4.3% | +10.2% | +8.5% |
| 30D | -4.3% | -8.2% | +3.9% | +0.1% |
| 3M | -32.0% | -7.0% | -25.0% | -30.4% |
| 6M | +19.5% | -10.8% | +30.2% | +25.6% |
| YTD | +82.0% | -7.4% | +89.4% | +86.8% |
| 1Y | +172.6% | -9.5% | +182.1% | +183.9% |
| 3Y | +744.7% | +20.5% | +724.2% | +647.2% |
| 5Y | +805.6% | +51.6% | +754.0% | +591.3% |
| 10Y | +1,057.6% | +150.0% | +907.6% | +496.5% |
| All | +443.1% | +874.8% | -431.6% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling