+10.7%
TTMI vs DG
+45.3%
-34.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +8.5% | -18.6% | -7.4% |
| 7D | -19.2% | +12.3% | -31.4% | -15.9% |
| 30D | -44.9% | +19.3% | -64.2% | -42.6% |
| 3M | -44.7% | +11.9% | -56.6% | -42.5% |
| 6M | -53.4% | +25.0% | -78.4% | -52.1% |
| YTD | +6.3% | +8.7% | -2.4% | +14.1% |
| 1Y | +10.7% | +44.7% | -34.0% | +5.6% |
| All | +10.7% | +45.3% | -34.6% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling