-12.1%
DOW vs TTMI
+967.9%
-980.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.4% | -5.4% | -2.9% |
| 7D | -1.4% | +0.7% | -2.1% | -1.6% |
| 30D | -3.9% | -8.4% | +4.5% | -2.5% |
| 3M | -12.7% | -32.5% | +19.8% | -5.7% |
| 6M | -13.7% | +32.5% | -46.2% | -27.2% |
| YTD | +28.4% | +83.2% | -54.9% | -6.8% |
| 1Y | +21.8% | +161.7% | -139.9% | -25.8% |
| 3Y | -35.7% | +890.1% | -925.8% | -79.5% |
| 5Y | -36.8% | +832.4% | -869.3% | -81.2% |
| All | -12.1% | +967.9% | -980.0% | -75.3% |
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