-99.9%
DFNS vs TTMI
+945.6%
-1,045.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.1% | +1.4% |
| 7D | -3.3% | +6.0% | -9.4% | -2.6% |
| 30D | -73.1% | -6.4% | -66.7% | -73.5% |
| 3M | -71.4% | -28.9% | -42.5% | -72.2% |
| 6M | -93.8% | +26.9% | -120.7% | -93.6% |
| YTD | -98.0% | +77.3% | -175.4% | -97.8% |
| 1Y | -98.2% | +147.5% | -245.7% | -97.8% |
| 3Y | -99.9% | +847.6% | -947.5% | -99.8% |
| 5Y | -99.9% | +802.2% | -902.1% | -99.8% |
| All | -99.9% | +945.6% | -1,045.5% | -99.8% |
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