-31.9%
DIS vs TTMI
+364.5%
-396.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.9% | -7.3% | -1.1% |
| 7D | +5.2% | -19.8% | +25.0% | +7.2% |
| 30D | +11.5% | -48.1% | +59.6% | +17.9% |
| 3M | +11.5% | -51.2% | +62.8% | +18.3% |
| 6M | +8.9% | -59.6% | +68.5% | +16.6% |
| YTD | +3.4% | -3.6% | +7.0% | -8.1% |
| 1Y | +7.2% | -2.3% | +9.5% | -5.8% |
| 3Y | +43.3% | +369.4% | -326.1% | -18.9% |
| All | -31.9% | +364.5% | -396.4% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling