-100.0%
DFNS vs TTMI
+543.8%
-643.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +13.3% | -16.2% | -2.0% |
| 7D | -42.8% | -1.6% | -41.2% | -42.9% |
| 30D | -67.6% | -37.7% | -29.8% | -68.8% |
| 3M | -94.9% | -45.1% | -49.8% | -95.2% |
| 6M | -96.7% | -52.1% | -44.6% | -96.9% |
| YTD | -99.6% | +9.2% | -108.8% | -99.6% |
| 1Y | -99.7% | +12.9% | -112.6% | -99.7% |
| 3Y | -100.0% | +445.5% | -545.5% | -100.0% |
| 5Y | -100.0% | +427.9% | -527.9% | -100.0% |
| All | -100.0% | +543.8% | -643.8% | -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 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