-10.8%
DOW vs TTMI
+960.8%
-971.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.8% | -11.9% | -5.3% |
| 7D | -2.4% | +5.9% | -8.2% | -4.0% |
| 30D | +0.4% | -4.3% | +4.7% | +0.6% |
| 3M | -14.4% | -32.0% | +17.7% | -8.0% |
| 6M | -7.0% | +19.5% | -26.4% | -19.2% |
| YTD | +30.2% | +82.0% | -51.8% | -5.3% |
| 1Y | +29.2% | +172.6% | -143.4% | -22.7% |
| 3Y | -36.7% | +744.7% | -781.4% | -78.3% |
| 5Y | -37.7% | +805.6% | -843.2% | -81.1% |
| All | -10.8% | +960.8% | -971.6% | -74.9% |
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