+1,094.7%
TTMI vs DAR
+364.6%
+730.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.6% | -4.5% | -4.2% |
| 7D | +7.5% | -0.2% | +7.6% | +7.5% |
| 30D | -4.5% | +7.4% | -11.9% | -7.2% |
| 3M | -28.5% | +15.7% | -44.2% | -32.7% |
| 6M | +28.4% | +30.0% | -1.7% | +15.4% |
| YTD | +80.1% | +87.5% | -7.5% | +41.4% |
| 1Y | +161.0% | +113.4% | +47.7% | +94.5% |
| 3Y | +862.4% | +15.3% | +847.1% | +759.7% |
| 5Y | +812.9% | -4.3% | +817.3% | +741.4% |
| 10Y | +1,094.7% | +380.2% | +714.6% | +438.5% |
| All | +1,094.7% | +364.6% | +730.1% | +438.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling