+396.5%
TTMI vs D
+48.0%
+348.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -2.9% |
| 7D | +11.4% | -1.4% | +12.8% | +11.7% |
| 30D | -28.3% | +7.7% | -36.0% | -30.1% |
| 3M | -46.7% | -0.3% | -46.4% | -46.9% |
| 6M | -56.1% | +10.1% | -66.2% | -57.8% |
| YTD | +7.4% | +19.1% | -11.7% | +0.8% |
| 1Y | +17.4% | +15.9% | +1.5% | +10.9% |
| 3Y | +429.1% | +75.0% | +354.1% | +327.5% |
| 5Y | +418.8% | +13.4% | +405.4% | +384.4% |
| All | +396.5% | +48.0% | +348.5% | +352.4% |
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