+10.7%
TTMI vs D
+23.9%
-13.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +4.4% | -14.6% | -6.6% |
| 7D | -19.2% | +8.5% | -27.7% | -13.6% |
| 30D | -44.9% | +14.3% | -59.2% | -38.8% |
| 3M | -44.7% | +1.8% | -46.5% | -40.3% |
| 6M | -53.4% | +13.0% | -66.4% | -49.0% |
| YTD | +6.3% | +22.7% | -16.4% | +17.8% |
| 1Y | +10.7% | +22.6% | -11.9% | +23.3% |
| All | +10.7% | +23.9% | -13.2% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1y: compounded portfolio wealth divided by compounded D 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…
1y analysis · Full analysis span regression · 6 months rolling