+351.3%
DAL vs TTMI
+967.1%
-615.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.8% | -7.0% | -1.0% |
| 7D | +0.1% | +5.9% | -5.7% | -1.8% |
| 30D | -13.9% | -4.3% | -9.6% | -13.4% |
| 3M | +1.1% | -32.0% | +33.1% | +10.4% |
| 6M | +26.2% | +19.5% | +6.8% | +10.9% |
| YTD | +16.4% | +82.0% | -65.6% | -13.5% |
| 1Y | +33.9% | +172.6% | -138.8% | -16.0% |
| 3Y | +93.4% | +744.7% | -651.3% | -21.8% |
| 5Y | +106.4% | +805.6% | -699.2% | -21.8% |
| 10Y | +143.0% | +1,057.6% | -914.6% | -22.2% |
| All | +351.3% | +967.1% | -615.8% | +10.5% |
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 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