+617.7%
TTMI vs VO
+827.2%
-209.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.2% | +9.1% | +9.1% |
| 7D | +5.9% | -0.3% | +6.1% | +6.2% |
| 30D | -4.3% | -0.3% | -4.0% | -3.7% |
| 3M | -32.0% | +2.9% | -35.0% | -34.0% |
| 6M | +19.5% | +9.3% | +10.1% | +9.2% |
| YTD | +82.0% | +14.2% | +67.8% | +57.7% |
| 1Y | +172.6% | +15.3% | +157.4% | +135.8% |
| 3Y | +744.7% | +56.2% | +688.4% | +414.4% |
| 5Y | +805.6% | +42.4% | +763.1% | +512.7% |
| 10Y | +1,057.6% | +194.7% | +862.9% | +204.1% |
| All | +617.7% | +827.2% | -209.5% | -63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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