+3,595.6%
DLR vs TTMI
+1,193.5%
+2,402.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +8.8% | -8.5% | -1.6% |
| 7D | +1.6% | +5.9% | -4.3% | +0.3% |
| 30D | -3.4% | -4.3% | +0.9% | -2.9% |
| 3M | +0.5% | -32.0% | +32.6% | +6.7% |
| 6M | +4.6% | +19.5% | -14.9% | -3.7% |
| YTD | +23.4% | +82.0% | -58.6% | +2.1% |
| 1Y | +19.0% | +172.6% | -153.6% | -11.6% |
| 3Y | +56.5% | +744.7% | -688.1% | -13.5% |
| 5Y | +33.3% | +805.6% | -772.2% | -29.5% |
| 10Y | +165.1% | +1,057.6% | -892.5% | +19.9% |
| All | +3,595.6% | +1,193.5% | +2,402.1% | +1,123.0% |
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