+443.1%
TTMI vs DAR
+11,489.3%
-11,046.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.9% | +9.7% | +9.0% |
| 7D | +5.9% | +1.4% | +4.5% | +5.5% |
| 30D | -4.3% | +12.8% | -17.1% | -7.1% |
| 3M | -32.0% | +7.4% | -39.4% | -33.4% |
| 6M | +19.5% | +22.3% | -2.8% | +13.5% |
| YTD | +82.0% | +81.1% | +0.9% | +58.3% |
| 1Y | +172.6% | +106.5% | +66.1% | +129.6% |
| 3Y | +744.7% | +5.3% | +739.4% | +706.6% |
| 5Y | +805.6% | -11.5% | +817.1% | +783.3% |
| 10Y | +1,057.6% | +353.3% | +704.3% | +674.8% |
| All | +443.1% | +11,489.3% | -11,046.2% | +101.9% |
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