+1,124.0%
TTMI vs DG
+101.8%
+1,022.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.3% | +2.1% | +3.2% |
| 7D | +0.7% | -6.5% | +7.1% | +1.7% |
| 30D | -8.4% | +4.2% | -12.6% | -9.1% |
| 3M | -32.5% | +9.5% | -42.0% | -34.0% |
| 6M | +32.5% | -13.1% | +45.6% | +34.8% |
| YTD | +83.2% | -4.8% | +88.1% | +83.3% |
| 1Y | +161.7% | +20.6% | +141.1% | +149.6% |
| 3Y | +890.1% | +4.9% | +885.2% | +836.8% |
| 5Y | +832.4% | -37.9% | +870.3% | +920.5% |
| All | +1,124.0% | +101.8% | +1,022.2% | +835.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling