-10.3%
DIS vs TTMI
+170.6%
-180.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.2% |
| 7D | -1.1% | +12.2% | -13.2% | -0.9% |
| 30D | +0.1% | -5.7% | +5.9% | +0.2% |
| 3M | +7.1% | -27.5% | +34.6% | +7.7% |
| 6M | +4.3% | +47.1% | -42.9% | +3.2% |
| YTD | -6.9% | +87.5% | -94.4% | -9.4% |
| 1Y | -10.3% | +175.2% | -185.5% | -9.7% |
| All | -10.3% | +170.6% | -180.9% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling