+800.0%
VGT vs TTMI
+1,127.6%
-327.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.4% | -2.1% | +0.3% |
| 7D | -0.2% | +0.7% | -0.8% | -0.4% |
| 30D | -0.4% | -8.4% | +8.0% | +1.5% |
| 3M | +4.4% | -32.5% | +36.9% | +14.1% |
| 6M | +32.1% | +32.5% | -0.4% | +16.2% |
| YTD | +28.8% | +83.2% | -54.5% | +0.5% |
| 1Y | +35.3% | +161.7% | -126.3% | -7.3% |
| 3Y | +124.8% | +890.1% | -765.4% | -3.5% |
| 5Y | +137.9% | +832.4% | -694.5% | +0.6% |
| All | +800.0% | +1,127.6% | -327.6% | +250.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling