+396.5%
TTMI vs VT
+221.8%
+174.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.5% |
| 7D | +11.4% | +2.4% | +9.0% | +8.2% |
| 30D | -28.3% | -1.5% | -26.8% | -25.3% |
| 3M | -46.7% | -4.1% | -42.5% | -41.8% |
| 6M | -56.1% | +0.6% | -56.7% | -54.5% |
| YTD | +7.4% | +11.0% | -3.7% | -0.9% |
| 1Y | +17.4% | +13.3% | +4.1% | +6.2% |
| 3Y | +429.1% | +73.4% | +355.7% | +190.1% |
| 5Y | +418.8% | +57.4% | +361.3% | +222.2% |
| All | +396.5% | +221.8% | +174.8% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling