+886.6%
TTMI vs VYM
+484.2%
+402.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.8% |
| 7D | +6.0% | -1.9% | +7.9% | +8.7% |
| 30D | -6.4% | -2.6% | -3.8% | -3.0% |
| 3M | -28.9% | +3.6% | -32.5% | -32.3% |
| 6M | +26.9% | +8.7% | +18.2% | +14.6% |
| YTD | +77.3% | +14.1% | +63.2% | +50.7% |
| 1Y | +147.5% | +17.8% | +129.7% | +103.2% |
| 3Y | +847.6% | +64.5% | +783.1% | +413.3% |
| 5Y | +802.2% | +77.5% | +724.7% | +347.5% |
| 10Y | +1,076.3% | +206.1% | +870.2% | +175.1% |
| All | +886.6% | +484.2% | +402.5% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling