+244.3%
DIA vs TTMI
+1,087.8%
-843.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.4% |
| 7D | -3.0% | +6.0% | -9.0% | -4.1% |
| 30D | -3.0% | -6.4% | +3.4% | -2.3% |
| 3M | +4.5% | -28.9% | +33.4% | +8.9% |
| 6M | +9.8% | +26.9% | -17.1% | +0.7% |
| YTD | +9.3% | +77.3% | -68.0% | -7.7% |
| 1Y | +16.0% | +147.5% | -131.5% | -10.4% |
| 3Y | +57.7% | +847.6% | -789.9% | -14.0% |
| 5Y | +63.8% | +802.2% | -738.5% | -13.0% |
| All | +244.3% | +1,087.8% | -843.5% | +67.1% |
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