+176.5%
DLR vs TTMI
+1,127.6%
-951.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.4% | -1.6% | +1.2% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | -4.3% | -8.4% | +4.1% | -3.3% |
| 3M | +3.8% | -32.5% | +36.3% | +8.8% |
| 6M | +5.8% | +32.5% | -26.6% | -2.0% |
| YTD | +23.5% | +83.2% | -59.7% | +7.1% |
| 1Y | +11.1% | +161.7% | -150.6% | -10.6% |
| 3Y | +57.9% | +890.1% | -832.3% | -1.7% |
| 5Y | +44.0% | +832.4% | -788.5% | -10.7% |
| All | +176.5% | +1,127.6% | -951.1% | +67.8% |
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