+829.0%
TTMI vs VYM
+77.5%
+751.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +2.2% |
| 7D | +0.7% | -0.8% | +1.5% | +2.0% |
| 30D | -8.4% | -2.2% | -6.2% | -5.0% |
| 3M | -32.5% | +3.1% | -35.5% | -35.9% |
| 6M | +32.5% | +9.7% | +22.8% | +15.1% |
| YTD | +83.2% | +14.9% | +68.4% | +49.1% |
| 1Y | +161.7% | +17.6% | +144.1% | +107.5% |
| 3Y | +890.1% | +65.3% | +824.8% | +394.6% |
| All | +829.0% | +77.5% | +751.5% | +350.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 5y: compounded portfolio wealth divided by compounded VYM 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…
5y analysis · Full analysis span regression · 6 months rolling