+183.8%
VXUS vs TTMI
+670.1%
-486.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.8% | -8.3% | -1.2% |
| 7D | +1.0% | +5.9% | -4.8% | -0.2% |
| 30D | +2.2% | -4.3% | +6.5% | +2.6% |
| 3M | +3.0% | -32.0% | +35.0% | +9.0% |
| 6M | +10.7% | +19.5% | -8.8% | +3.0% |
| YTD | +17.8% | +82.0% | -64.2% | -0.6% |
| 1Y | +27.6% | +172.6% | -145.0% | -2.7% |
| 3Y | +73.3% | +744.7% | -671.4% | -1.0% |
| 5Y | +54.3% | +805.6% | -751.2% | -15.9% |
| 10Y | +149.8% | +1,057.6% | -907.8% | +19.7% |
| All | +183.8% | +670.1% | -486.3% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling