+10.7%
TTMI vs DAR
+63.3%
-52.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.5% | -7.6% | -9.0% |
| 7D | -19.2% | -5.7% | -13.5% | -16.9% |
| 30D | -44.9% | -16.6% | -28.3% | -40.3% |
| 3M | -44.7% | -13.1% | -31.7% | -41.5% |
| 6M | -53.4% | -18.8% | -34.6% | -49.1% |
| YTD | +6.3% | +45.3% | -38.9% | -14.1% |
| 1Y | +10.7% | +60.6% | -49.9% | -15.4% |
| All | +10.7% | +63.3% | -52.6% | -15.4% |
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