+31.9%
DIS vs TTMI
+394.2%
-362.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.1% |
| 7D | +1.9% | +11.4% | -9.5% | +0.1% |
| 30D | +9.2% | -28.3% | +37.5% | +12.8% |
| 3M | +13.5% | -46.7% | +60.2% | +21.9% |
| 6M | +14.3% | -56.1% | +70.4% | +24.4% |
| YTD | +5.4% | +7.4% | -2.0% | -8.6% |
| 1Y | +12.2% | +17.4% | -5.2% | -5.8% |
| 3Y | +37.2% | +429.1% | -392.0% | -25.3% |
| 5Y | -23.1% | +418.8% | -441.9% | -59.4% |
| All | +31.9% | +394.2% | -362.3% | -35.1% |
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