+4,404.4%
DELL vs TTMI
+1,127.6%
+3,276.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.4% | +8.6% | +10.9% |
| 7D | +8.2% | +0.7% | +7.6% | +8.1% |
| 30D | +17.1% | -8.4% | +25.5% | +20.2% |
| 3M | +45.2% | -32.5% | +77.6% | +62.4% |
| 6M | +286.8% | +32.5% | +254.3% | +239.0% |
| YTD | +354.8% | +83.2% | +271.5% | +246.8% |
| 1Y | +358.3% | +161.7% | +196.6% | +201.5% |
| 3Y | +724.9% | +890.1% | -165.2% | +231.7% |
| 5Y | +1,193.7% | +832.4% | +361.2% | +412.4% |
| All | +4,404.4% | +1,127.6% | +3,276.9% | +1,455.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling