+76.0%
VUG vs TTMI
+806.9%
-731.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +0.3% |
| 7D | +0.1% | +7.5% | -7.4% | -1.5% |
| 30D | -1.7% | -4.5% | +2.8% | -1.3% |
| 3M | +2.8% | -28.5% | +31.4% | +8.1% |
| 6M | +13.6% | +28.4% | -14.8% | +2.7% |
| YTD | +8.1% | +80.1% | -72.0% | -11.8% |
| 1Y | +13.1% | +161.0% | -148.0% | -18.2% |
| 3Y | +87.0% | +862.4% | -775.5% | -11.6% |
| 5Y | +76.0% | +812.9% | -737.0% | -18.3% |
| All | +76.0% | +806.9% | -731.0% | -18.3% |
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 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