+172.6%
TTMI vs DAR
+104.4%
+68.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.9% | +9.7% | +9.1% |
| 7D | +5.9% | +1.4% | +4.5% | +5.3% |
| 30D | -4.3% | +12.8% | -17.1% | -8.5% |
| 3M | -32.0% | +7.4% | -39.4% | -33.6% |
| 6M | +19.5% | +22.3% | -2.8% | +10.5% |
| YTD | +82.0% | +81.1% | +0.9% | +45.9% |
| 1Y | +172.6% | +106.5% | +66.1% | +111.5% |
| All | +172.6% | +104.4% | +68.3% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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