+187.6%
TTMI vs D
+634.6%
-447.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.5% | +8.4% | +7.5% |
| 7D | -19.8% | +3.0% | -22.8% | -21.1% |
| 30D | -48.1% | +11.5% | -59.6% | -51.3% |
| 3M | -51.2% | +3.7% | -55.0% | -52.8% |
| 6M | -59.6% | +13.5% | -73.1% | -62.9% |
| YTD | -3.6% | +20.7% | -24.3% | -14.0% |
| 1Y | -2.3% | +18.2% | -20.6% | -12.4% |
| 3Y | +369.4% | +73.3% | +296.1% | +238.7% |
| 5Y | +365.4% | +12.3% | +353.2% | +310.4% |
| 10Y | +413.2% | +43.4% | +369.8% | +267.6% |
| All | +187.6% | +634.6% | -447.0% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling