+34.8%
DIS vs TTMI
+816.8%
-782.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.8% | -10.6% | -2.4% |
| 7D | -2.6% | +5.9% | -8.4% | -3.0% |
| 30D | +3.5% | -4.3% | +7.8% | +3.7% |
| 3M | +6.8% | -32.0% | +38.9% | +9.9% |
| 6M | +3.0% | +19.5% | -16.5% | -2.2% |
| YTD | -6.7% | +82.0% | -88.8% | -18.1% |
| 1Y | -10.1% | +172.6% | -182.7% | -28.4% |
| All | +34.8% | +816.8% | -782.0% | -20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling