+102.9%
DAL vs TTMI
+364.5%
-261.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.9% | -4.7% | +0.6% |
| 7D | +8.8% | -19.8% | +28.6% | +13.5% |
| 30D | +5.4% | -48.1% | +53.5% | +19.8% |
| 3M | -4.9% | -51.2% | +46.3% | +8.9% |
| 6M | +19.8% | -59.6% | +79.4% | +40.1% |
| YTD | +27.0% | -3.6% | +30.6% | +9.3% |
| 1Y | +52.5% | -2.3% | +54.8% | +28.6% |
| 3Y | +173.8% | +369.4% | -195.5% | +25.1% |
| All | +102.9% | +364.5% | -261.6% | -21.5% |
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