+235.7%
DIA vs TTMI
+394.2%
-158.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.6% |
| 7D | +2.1% | +11.4% | -9.2% | +0.2% |
| 30D | +1.5% | -28.3% | +29.8% | +5.2% |
| 3M | -2.4% | -46.7% | +44.2% | +5.4% |
| 6M | +6.0% | -56.1% | +62.1% | +16.3% |
| YTD | +10.1% | +7.4% | +2.7% | -1.8% |
| 1Y | +11.8% | +17.4% | -5.6% | -3.0% |
| 3Y | +59.7% | +429.1% | -369.4% | -7.3% |
| 5Y | +57.9% | +418.8% | -360.9% | -11.7% |
| All | +235.7% | +394.2% | -158.5% | +74.8% |
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