+63.6%
DIA vs TTMI
+806.9%
-743.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.3% |
| 7D | -1.2% | +7.5% | -8.7% | -2.1% |
| 30D | -2.7% | -4.5% | +1.8% | -2.4% |
| 3M | +3.3% | -28.5% | +31.8% | +6.4% |
| 6M | +10.4% | +28.4% | -17.9% | +3.5% |
| YTD | +10.0% | +80.1% | -70.1% | -3.2% |
| 1Y | +16.2% | +161.0% | -144.9% | -5.3% |
| 3Y | +58.7% | +862.4% | -803.7% | -1.8% |
| 5Y | +63.6% | +812.9% | -749.4% | -0.9% |
| All | +63.6% | +806.9% | -743.4% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling