+745.8%
DIA vs TTMI
+267.1%
+478.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | 0.0% |
| 7D | +1.6% | +22.6% | -21.0% | -1.2% |
| 30D | +1.2% | -34.3% | +35.5% | +5.2% |
| 3M | -2.4% | -44.8% | +42.4% | +3.1% |
| 6M | +5.7% | -53.3% | +59.0% | +12.6% |
| YTD | +9.9% | +10.6% | -0.6% | +2.6% |
| 1Y | +9.8% | +8.2% | +1.6% | +2.3% |
| 3Y | +59.8% | +435.7% | -375.9% | +17.2% |
| 5Y | +57.7% | +434.2% | -376.5% | +13.5% |
| 10Y | +235.8% | +426.4% | -190.6% | +135.1% |
| All | +745.8% | +267.1% | +478.8% | +361.0% |
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