+1,301.8%
TTMI vs VNQ
+386.3%
+915.5%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.6% | +2.8% |
| 7D | +0.7% | -1.3% | +1.9% | +1.6% |
| 30D | -8.4% | -2.6% | -5.9% | -6.8% |
| 3M | -32.5% | -2.0% | -30.4% | -32.2% |
| 6M | +32.5% | +4.3% | +28.2% | +27.4% |
| YTD | +83.2% | +9.2% | +74.0% | +70.5% |
| 1Y | +161.7% | +5.6% | +156.1% | +149.4% |
| 3Y | +890.1% | +30.8% | +859.3% | +711.6% |
| 5Y | +832.4% | +8.0% | +824.5% | +774.1% |
| 10Y | +1,115.8% | +63.7% | +1,052.1% | +721.9% |
| All | +1,301.8% | +386.3% | +915.5% | +292.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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