+21.2%
DIS vs TTMI
+1,093.3%
-1,072.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.7% |
| 7D | -1.1% | +12.2% | -13.2% | -3.1% |
| 30D | +0.1% | -5.7% | +5.9% | +0.6% |
| 3M | +7.1% | -27.5% | +34.6% | +11.1% |
| 6M | +4.3% | +47.1% | -42.9% | -8.2% |
| YTD | -6.9% | +87.5% | -94.4% | -23.9% |
| 1Y | -10.3% | +175.2% | -185.5% | -34.4% |
| 3Y | +32.8% | +901.9% | -869.1% | -32.5% |
| 5Y | -41.5% | +843.5% | -884.9% | -70.7% |
| 10Y | +21.2% | +1,077.0% | -1,055.8% | -44.3% |
| All | +21.2% | +1,093.3% | -1,072.1% | -44.3% |
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 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