+172.5%
VEA vs TTMI
+836.6%
-664.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -1.1% |
| 7D | +1.9% | +12.2% | -10.3% | -0.8% |
| 30D | +0.8% | -5.7% | +6.5% | +1.5% |
| 3M | +5.7% | -27.5% | +33.2% | +11.2% |
| 6M | +13.3% | +47.1% | -33.8% | -0.5% |
| YTD | +18.4% | +87.5% | -69.1% | -3.3% |
| 1Y | +27.0% | +175.2% | -148.3% | -7.2% |
| 3Y | +79.3% | +901.9% | -822.7% | -8.8% |
| 5Y | +62.1% | +843.5% | -781.3% | -19.2% |
| 10Y | +160.3% | +1,077.0% | -916.7% | +12.6% |
| All | +172.5% | +836.6% | -664.1% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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