+314.3%
DIS vs TTMI
+220.0%
+94.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.9% | -7.3% | -1.4% |
| 7D | +5.2% | -19.8% | +25.0% | +8.3% |
| 30D | +11.5% | -48.1% | +59.6% | +20.8% |
| 3M | +11.5% | -51.2% | +62.8% | +21.1% |
| 6M | +8.9% | -59.6% | +68.5% | +19.5% |
| YTD | +3.4% | -3.6% | +7.0% | -4.2% |
| 1Y | +7.2% | -2.3% | +9.5% | -1.6% |
| 3Y | +43.3% | +369.4% | -326.1% | -2.0% |
| 5Y | -31.4% | +365.4% | -396.9% | -54.0% |
| 10Y | +37.1% | +413.2% | -376.1% | -13.0% |
| All | +314.3% | +220.0% | +94.3% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling