-100.0%
DFNS vs TTMI
+552.0%
-651.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -3.1% | -16.3% | -19.6% |
| 7D | -12.7% | +22.6% | -35.3% | -11.2% |
| 30D | -65.2% | -34.3% | -30.9% | -66.4% |
| 3M | -94.6% | -44.8% | -49.8% | -94.9% |
| 6M | -96.2% | -53.3% | -42.9% | -96.5% |
| YTD | -99.6% | +10.6% | -110.2% | -99.6% |
| 1Y | -99.7% | +8.2% | -107.9% | -99.7% |
| 3Y | -100.0% | +435.7% | -535.6% | -100.0% |
| 5Y | -100.0% | +434.2% | -534.1% | -100.0% |
| All | -100.0% | +552.0% | -651.9% | -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