+402.8%
VUG vs TTMI
+394.2%
+8.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.3% |
| 7D | +2.5% | +11.4% | -8.9% | -0.1% |
| 30D | -6.3% | -28.3% | +22.0% | -1.3% |
| 3M | -6.0% | -46.7% | +40.6% | +4.7% |
| 6M | -3.5% | -56.1% | +52.6% | +10.0% |
| YTD | +3.9% | +7.4% | -3.4% | -8.8% |
| 1Y | +5.1% | +17.4% | -12.3% | -10.9% |
| 3Y | +77.9% | +429.1% | -351.3% | -6.4% |
| 5Y | +62.4% | +418.8% | -356.4% | -17.1% |
| All | +402.8% | +394.2% | +8.7% | +140.3% |
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 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