+42.1%
DLR vs TTMI
+806.9%
-764.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | +0.5% |
| 7D | +2.9% | +7.5% | -4.6% | +1.5% |
| 30D | -1.2% | -4.5% | +3.3% | -0.7% |
| 3M | +2.9% | -28.5% | +31.5% | +7.4% |
| 6M | +6.7% | +28.4% | -21.7% | -2.3% |
| YTD | +23.9% | +80.1% | -56.2% | +4.0% |
| 1Y | +18.6% | +161.0% | -142.4% | -10.0% |
| 3Y | +59.7% | +862.4% | -802.8% | -16.0% |
| 5Y | +42.1% | +812.9% | -770.9% | -24.6% |
| All | +42.1% | +806.9% | -764.9% | -24.6% |
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