+181.2%
DLR vs TTMI
+394.2%
-213.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.4% |
| 7D | +3.3% | +11.4% | -8.1% | +1.3% |
| 30D | +4.6% | -28.3% | +32.9% | +8.7% |
| 3M | -8.3% | -46.7% | +38.4% | -0.5% |
| 6M | -5.6% | -56.1% | +50.5% | +3.9% |
| YTD | +18.7% | +7.4% | +11.4% | +9.1% |
| 1Y | +17.1% | +17.4% | -0.3% | +5.2% |
| 3Y | +54.4% | +429.1% | -374.8% | +0.8% |
| 5Y | +36.5% | +418.8% | -382.3% | -12.3% |
| All | +181.2% | +394.2% | -213.0% | +70.9% |
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