+942.2%
VTI vs TTMI
+1,322.6%
-380.3%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -2.0% | +6.0% | -8.0% | -3.1% |
| 30D | -1.9% | -6.4% | +4.5% | -1.3% |
| 3M | +4.5% | -28.9% | +33.5% | +8.9% |
| 6M | +12.6% | +26.9% | -14.3% | +4.8% |
| YTD | +12.0% | +77.3% | -65.3% | -2.8% |
| 1Y | +17.3% | +147.5% | -130.2% | -5.0% |
| 3Y | +75.3% | +847.6% | -772.3% | +9.7% |
| 5Y | +74.0% | +802.2% | -728.2% | +7.7% |
| 10Y | +300.0% | +1,076.3% | -776.3% | +128.0% |
| All | +942.2% | +1,322.6% | -380.3% | +359.3% |
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