+1,707.1%
TTMI vs VTEB
+25.1%
+1,682.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.1% |
| 7D | +6.0% | -1.2% | +7.3% | +6.9% |
| 30D | -6.4% | -2.9% | -3.6% | -4.6% |
| 3M | -28.9% | -3.2% | -25.8% | -27.4% |
| 6M | +26.9% | -2.6% | +29.5% | +29.2% |
| YTD | +77.3% | -1.8% | +79.1% | +79.8% |
| 1Y | +147.5% | +0.2% | +147.3% | +148.0% |
| 3Y | +847.6% | +8.2% | +839.4% | +806.3% |
| 5Y | +802.2% | +0.8% | +801.4% | +784.0% |
| 10Y | +1,076.3% | +17.7% | +1,058.7% | +1,330.8% |
| All | +1,707.1% | +25.1% | +1,682.0% | +2,492.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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