-2.3%
TTMI vs VT
+10.5%
-12.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.2% | +6.7% | +6.1% |
| 7D | -19.8% | -2.3% | -17.5% | -12.9% |
| 30D | -48.1% | -5.0% | -43.2% | -36.4% |
| 3M | -51.2% | -4.9% | -46.3% | -39.9% |
| 6M | -59.6% | -1.5% | -58.1% | -54.7% |
| YTD | -3.6% | +8.5% | -12.1% | -23.9% |
| 1Y | -2.3% | +11.4% | -13.7% | -31.1% |
| All | -2.3% | +10.5% | -12.8% | -31.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling