+111.4%
DAL vs TTMI
+416.2%
-304.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | +0.3% |
| 7D | -1.1% | +11.4% | -12.5% | -3.7% |
| 30D | +12.8% | -28.3% | +41.1% | +18.6% |
| 3M | -5.3% | -46.7% | +41.4% | +6.2% |
| 6M | +22.4% | -56.1% | +78.5% | +40.5% |
| YTD | +25.6% | +7.4% | +18.2% | +5.3% |
| 1Y | +45.5% | +17.4% | +28.1% | +16.7% |
| 3Y | +161.0% | +429.1% | -268.2% | +15.6% |
| All | +111.4% | +416.2% | -304.8% | -19.2% |
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