+105.8%
DAL vs TTMI
+804.2%
-698.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.8% | -7.0% | -0.5% |
| 7D | +0.1% | +5.9% | -5.7% | -1.4% |
| 30D | -13.9% | -4.3% | -9.6% | -13.4% |
| 3M | +1.1% | -32.0% | +33.1% | +9.0% |
| 6M | +26.2% | +19.5% | +6.8% | +12.5% |
| YTD | +16.4% | +82.0% | -65.6% | -11.0% |
| 1Y | +33.9% | +172.6% | -138.8% | -13.6% |
| 3Y | +93.4% | +744.7% | -651.3% | -20.2% |
| All | +105.8% | +804.2% | -698.4% | -21.1% |
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