+229.9%
TTMI vs DAR
+9,741.8%
-9,511.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.2% | -5.3% | -3.6% |
| 7D | +22.6% | +9.2% | +13.4% | +20.3% |
| 30D | -34.3% | -12.3% | -22.0% | -31.8% |
| 3M | -44.8% | -12.7% | -32.0% | -42.8% |
| 6M | -53.3% | -12.8% | -40.5% | -51.8% |
| YTD | +10.6% | +53.8% | -43.2% | +0.3% |
| 1Y | +8.2% | +60.3% | -52.1% | -2.7% |
| 3Y | +435.7% | +31.7% | +403.9% | +391.0% |
| 5Y | +434.2% | -27.7% | +461.9% | +449.8% |
| 10Y | +426.4% | +309.8% | +116.7% | +263.4% |
| All | +229.9% | +9,741.8% | -9,511.9% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling