+3.3%
TTMI vs D
+16.4%
-13.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.2% | -4.3% | -4.0% |
| 7D | -11.5% | +2.4% | -13.9% | -9.4% |
| 30D | -40.3% | +10.9% | -51.2% | -35.0% |
| 3M | -44.5% | +2.8% | -47.3% | -40.4% |
| 6M | -54.1% | +12.7% | -66.8% | -51.0% |
| YTD | +4.7% | +20.3% | -15.6% | +12.6% |
| 1Y | +3.3% | +17.1% | -13.8% | +11.1% |
| All | +3.3% | +16.4% | -13.1% | +11.1% |
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 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