+165.8%
VXUS vs TTMI
+342.9%
-177.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.4% | +0.1% |
| 7D | +0.5% | -11.5% | +12.0% | +2.3% |
| 30D | -2.5% | -40.3% | +37.8% | +5.1% |
| 3M | -4.6% | -44.5% | +39.8% | +3.5% |
| 6M | -2.6% | -54.1% | +51.5% | +7.8% |
| YTD | +10.4% | +4.7% | +5.7% | +0.9% |
| 1Y | +12.9% | +3.3% | +9.5% | +2.4% |
| 3Y | +68.4% | +407.2% | -338.8% | +3.6% |
| 5Y | +47.7% | +406.5% | -358.9% | -12.2% |
| 10Y | +142.2% | +420.4% | -278.2% | +33.7% |
| All | +165.8% | +342.9% | -177.0% | +37.6% |
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