+715.8%
VTV vs TTMI
+587.6%
+128.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.4% |
| 7D | -0.7% | +7.5% | -8.1% | -2.0% |
| 30D | -0.5% | -4.5% | +4.0% | -0.2% |
| 3M | +5.3% | -28.5% | +33.8% | +9.7% |
| 6M | +12.9% | +28.4% | -15.5% | +3.7% |
| YTD | +18.5% | +80.1% | -61.6% | +0.5% |
| 1Y | +25.3% | +161.0% | -135.8% | -2.7% |
| 3Y | +68.2% | +862.4% | -794.2% | -2.9% |
| 5Y | +80.6% | +812.9% | -732.3% | +2.4% |
| 10Y | +232.9% | +1,094.7% | -861.8% | +69.0% |
| All | +715.8% | +587.6% | +128.1% | +249.1% |
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