+0.1%
DOW vs TTMI
+525.7%
-525.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.3% |
| 7D | +5.2% | +11.4% | -6.2% | +2.3% |
| 30D | +13.2% | -28.3% | +41.5% | +18.7% |
| 3M | +10.1% | -46.7% | +56.7% | +22.3% |
| 6M | -13.1% | -56.1% | +43.0% | -1.5% |
| YTD | +46.1% | +7.4% | +38.8% | +15.9% |
| 1Y | +50.0% | +17.4% | +32.6% | +13.2% |
| 3Y | -20.2% | +429.1% | -449.4% | -70.8% |
| 5Y | -27.7% | +418.8% | -446.4% | -75.6% |
| All | +0.1% | +525.7% | -525.6% | -69.3% |
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