+746.9%
DIA vs TTMI
+256.5%
+490.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.5% |
| 7D | +2.1% | +11.4% | -9.2% | +0.6% |
| 30D | +1.5% | -28.3% | +29.8% | +4.4% |
| 3M | -2.4% | -46.7% | +44.2% | +3.5% |
| 6M | +6.0% | -56.1% | +62.1% | +13.8% |
| YTD | +10.1% | +7.4% | +2.7% | +3.2% |
| 1Y | +11.8% | +17.4% | -5.6% | +3.0% |
| 3Y | +59.7% | +429.1% | -369.4% | +17.3% |
| 5Y | +57.9% | +418.8% | -360.9% | +14.1% |
| 10Y | +236.2% | +411.2% | -175.0% | +136.2% |
| All | +746.9% | +256.5% | +490.5% | +363.3% |
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