+220.3%
TTMI vs DAR
+9,853.8%
-9,633.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.1% |
| 7D | +11.4% | +11.6% | -0.2% | +8.8% |
| 30D | -28.3% | -10.2% | -18.0% | -26.0% |
| 3M | -46.7% | -14.8% | -31.8% | -44.5% |
| 6M | -56.1% | -10.1% | -46.0% | -55.0% |
| YTD | +7.4% | +55.5% | -48.2% | -2.9% |
| 1Y | +17.4% | +61.7% | -44.3% | +5.4% |
| 3Y | +429.1% | +37.2% | +392.0% | +380.6% |
| 5Y | +418.8% | -26.9% | +445.7% | +432.5% |
| 10Y | +411.2% | +314.4% | +96.8% | +252.0% |
| All | +220.3% | +9,853.8% | -9,633.4% | +23.9% |
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