+59.5%
DIA vs TTMI
+898.8%
-839.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.0% | -4.1% | -1.4% |
| 7D | +0.1% | +12.2% | -12.1% | -1.1% |
| 30D | -2.1% | -5.7% | +3.7% | -1.7% |
| 3M | +4.2% | -27.5% | +31.6% | +6.5% |
| 6M | +11.9% | +47.1% | -35.3% | +4.4% |
| YTD | +10.8% | +87.5% | -76.6% | -0.6% |
| 1Y | +17.5% | +175.2% | -157.7% | -1.7% |
| All | +59.5% | +898.8% | -839.3% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling