+843.5%
TTMI vs DAR
-8.5%
+852.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | 0.0% | +2.0% |
| 7D | +12.2% | -0.9% | +13.0% | +12.5% |
| 30D | -5.7% | +13.0% | -18.7% | -9.9% |
| 3M | -27.5% | +15.0% | -42.5% | -31.2% |
| 6M | +47.1% | +26.8% | +20.3% | +34.4% |
| YTD | +87.5% | +86.4% | +1.0% | +50.0% |
| 1Y | +175.2% | +115.1% | +60.1% | +108.8% |
| 3Y | +901.9% | +14.6% | +887.3% | +804.3% |
| 5Y | +843.5% | -8.8% | +852.3% | +773.0% |
| All | +843.5% | -8.5% | +852.0% | +773.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling