+443.1%
TTMI vs D
+605.1%
-161.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.4% | +10.3% | +9.5% |
| 7D | +5.9% | +0.4% | +5.4% | +5.6% |
| 30D | -4.3% | -3.6% | -0.7% | -2.8% |
| 3M | -32.0% | -1.0% | -31.1% | -32.2% |
| 6M | +19.5% | +6.3% | +13.2% | +14.8% |
| YTD | +82.0% | +14.7% | +67.3% | +68.7% |
| 1Y | +172.6% | +16.9% | +155.7% | +149.0% |
| 3Y | +744.7% | +56.8% | +687.9% | +545.9% |
| 5Y | +805.6% | +5.2% | +800.4% | +733.3% |
| 10Y | +1,057.6% | +35.9% | +1,021.7% | +762.0% |
| All | +443.1% | +605.1% | -161.9% | +62.7% |
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