-35.5%
DOW vs TTMI
+798.2%
-833.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.4% | +1.0% |
| 7D | -2.4% | +6.0% | -8.4% | -3.3% |
| 30D | -4.1% | -6.4% | +2.3% | -3.5% |
| 3M | -12.4% | -28.9% | +16.5% | -9.1% |
| 6M | -10.6% | +26.9% | -37.5% | -18.6% |
| YTD | +31.1% | +77.3% | -46.2% | +8.1% |
| 1Y | +30.5% | +147.5% | -117.0% | -3.6% |
| 3Y | -34.4% | +847.6% | -882.0% | -67.8% |
| 5Y | -35.5% | +802.2% | -837.7% | -69.4% |
| All | -35.5% | +798.2% | -833.7% | -69.4% |
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