+1,077.0%
TTMI vs D
+35.9%
+1,041.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.8% |
| 7D | +12.2% | +0.8% | +11.4% | +11.9% |
| 30D | -5.7% | -0.7% | -5.0% | -5.5% |
| 3M | -27.5% | +2.1% | -29.6% | -28.1% |
| 6M | +47.1% | +6.8% | +40.3% | +43.6% |
| YTD | +87.5% | +16.5% | +70.9% | +78.4% |
| 1Y | +175.2% | +19.2% | +156.1% | +159.3% |
| 3Y | +901.9% | +61.9% | +840.1% | +737.1% |
| 5Y | +843.5% | +6.5% | +836.9% | +802.7% |
| 10Y | +1,077.0% | +35.3% | +1,041.7% | +1,081.6% |
| All | +1,077.0% | +35.9% | +1,041.1% | +1,081.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling