-99.9%
DFNS vs TTMI
+973.5%
-1,073.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.8% | -8.3% | +1.7% |
| 7D | -16.0% | +5.9% | -21.9% | -15.4% |
| 30D | -77.7% | -4.3% | -73.4% | -78.0% |
| 3M | -77.2% | -32.0% | -45.1% | -78.0% |
| 6M | -95.2% | +19.5% | -114.6% | -95.0% |
| YTD | -98.0% | +82.0% | -180.0% | -97.7% |
| 1Y | -98.3% | +172.6% | -270.9% | -97.9% |
| 3Y | -99.9% | +744.7% | -844.5% | -99.8% |
| 5Y | -99.9% | +805.6% | -905.4% | -99.8% |
| All | -99.9% | +973.5% | -1,073.4% | -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 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