+146.3%
VXUS vs TTMI
+408.9%
-262.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.4% |
| 7D | +2.3% | +22.6% | -20.3% | -1.4% |
| 30D | -2.2% | -34.3% | +32.1% | +3.2% |
| 3M | -5.4% | -44.8% | +39.4% | +2.2% |
| 6M | -1.2% | -53.3% | +52.1% | +8.3% |
| YTD | +10.4% | +10.6% | -0.2% | +0.2% |
| 1Y | +11.8% | +8.2% | +3.6% | +1.1% |
| 3Y | +68.4% | +435.7% | -367.3% | +3.0% |
| 5Y | +45.9% | +434.2% | -388.3% | -14.0% |
| All | +146.3% | +408.9% | -262.6% | +37.0% |
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