+80.6%
VTV vs TTMI
+830.4%
-749.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.6% | +0.4% |
| 7D | -1.1% | +0.7% | -1.8% | -1.2% |
| 30D | -1.0% | -8.4% | +7.4% | -0.3% |
| 3M | +4.6% | -32.5% | +37.1% | +8.4% |
| 6M | +13.5% | +32.5% | -19.0% | +6.7% |
| YTD | +18.5% | +83.2% | -64.7% | +5.4% |
| 1Y | +22.9% | +161.7% | -138.8% | +2.0% |
| 3Y | +67.8% | +890.1% | -822.3% | +6.5% |
| All | +80.6% | +830.4% | -749.7% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling