-100.0%
DFNS vs TTMI
+533.2%
-633.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.9% | -2.6% | -5.7% |
| 7D | -6.0% | +11.4% | -17.4% | -5.2% |
| 30D | -71.2% | -28.3% | -42.9% | -71.9% |
| 3M | -94.5% | -46.7% | -47.9% | -94.9% |
| 6M | -96.5% | -56.1% | -40.4% | -96.8% |
| YTD | -99.6% | +7.4% | -107.0% | -99.6% |
| 1Y | -99.7% | +17.4% | -117.1% | -99.7% |
| 3Y | -100.0% | +429.1% | -529.1% | -100.0% |
| 5Y | -100.0% | +418.8% | -518.7% | -100.0% |
| All | -100.0% | +533.2% | -633.1% | -100.0% |
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