+2,263.1%
VGT vs TTMI
+615.8%
+1,647.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.9% |
| 7D | +1.8% | +12.2% | -10.3% | -1.0% |
| 30D | -0.3% | -5.7% | +5.4% | +0.6% |
| 3M | +3.4% | -27.5% | +30.9% | +9.7% |
| 6M | +35.0% | +47.1% | -12.2% | +18.5% |
| YTD | +28.8% | +87.5% | -58.7% | +4.9% |
| 1Y | +38.0% | +175.2% | -137.2% | +0.8% |
| 3Y | +125.8% | +901.9% | -776.1% | +16.9% |
| 5Y | +134.7% | +843.5% | -708.7% | +20.6% |
| 10Y | +792.6% | +1,077.0% | -284.4% | +313.5% |
| All | +2,263.1% | +615.8% | +1,647.3% | +839.4% |
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 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