+3,455.1%
DLR vs TTMI
+662.9%
+2,792.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.3% |
| 7D | +3.3% | +11.4% | -8.1% | +0.8% |
| 30D | +4.6% | -28.3% | +32.9% | +9.8% |
| 3M | -8.3% | -46.7% | +38.4% | +1.7% |
| 6M | -5.6% | -56.1% | +50.5% | +6.7% |
| YTD | +18.7% | +7.4% | +11.4% | +7.0% |
| 1Y | +17.1% | +17.4% | -0.3% | +2.6% |
| 3Y | +54.4% | +429.1% | -374.8% | -8.0% |
| 5Y | +36.5% | +418.8% | -382.3% | -20.7% |
| 10Y | +187.7% | +411.2% | -223.5% | +54.0% |
| All | +3,455.1% | +662.9% | +2,792.2% | +1,182.2% |
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