+414.3%
VUG vs TTMI
+1,127.6%
-713.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.4% | +0.2% |
| 7D | -0.5% | +0.7% | -1.2% | -0.7% |
| 30D | -1.0% | -8.4% | +7.5% | +0.5% |
| 3M | +3.5% | -32.5% | +36.0% | +10.8% |
| 6M | +14.2% | +32.5% | -18.3% | +1.9% |
| YTD | +8.5% | +83.2% | -74.8% | -12.6% |
| 1Y | +12.9% | +161.7% | -148.8% | -18.8% |
| 3Y | +85.6% | +890.1% | -804.5% | -11.0% |
| 5Y | +78.1% | +832.4% | -754.3% | -15.8% |
| All | +414.3% | +1,127.6% | -713.2% | +124.6% |
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 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