+229.9%
TTMI vs VMC
+941.8%
-712.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.5% | -1.6% | -2.3% |
| 7D | +22.6% | -1.7% | +24.3% | +23.8% |
| 30D | -34.3% | +15.3% | -49.6% | -39.9% |
| 3M | -44.8% | +0.3% | -45.1% | -45.5% |
| 6M | -53.3% | +0.9% | -54.2% | -54.9% |
| YTD | +10.6% | -1.0% | +11.6% | +8.1% |
| 1Y | +8.2% | -4.3% | +12.5% | +8.3% |
| 3Y | +435.7% | +35.3% | +400.3% | +338.8% |
| 5Y | +434.2% | +44.4% | +389.8% | +316.1% |
| 10Y | +426.4% | +128.0% | +298.4% | +185.8% |
| All | +229.9% | +941.8% | -712.0% | -62.1% |
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