+411.3%
TTMI vs D
+47.7%
+363.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.9% |
| 7D | +22.6% | -3.1% | +25.7% | +23.3% |
| 30D | -34.3% | +8.4% | -42.7% | -36.0% |
| 3M | -44.8% | +0.2% | -45.0% | -45.1% |
| 6M | -53.3% | +9.5% | -62.8% | -55.1% |
| YTD | +10.6% | +18.8% | -8.3% | +3.9% |
| 1Y | +8.2% | +14.7% | -6.5% | +2.5% |
| 3Y | +435.7% | +72.9% | +362.7% | +334.5% |
| 5Y | +434.2% | +13.1% | +421.1% | +399.0% |
| All | +411.3% | +47.7% | +363.6% | +366.1% |
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