+72.5%
VXUS vs TTMI
+859.5%
-786.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.2% | -0.3% |
| 7D | +0.3% | +7.5% | -7.2% | -0.7% |
| 30D | +0.7% | -4.5% | +5.1% | +1.0% |
| 3M | +4.8% | -28.5% | +33.3% | +8.1% |
| 6M | +11.3% | +28.4% | -17.0% | +5.7% |
| YTD | +16.5% | +80.1% | -63.6% | +5.1% |
| 1Y | +24.3% | +161.0% | -136.8% | +5.2% |
| All | +72.5% | +859.5% | -786.9% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling