+396.5%
TTMI vs DG
+105.2%
+291.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.5% | -2.8% |
| 7D | +11.4% | +0.3% | +11.1% | +11.4% |
| 30D | -28.3% | +3.2% | -31.5% | -29.0% |
| 3M | -46.7% | +10.4% | -57.1% | -47.9% |
| 6M | -56.1% | +33.2% | -89.3% | -58.8% |
| YTD | +7.4% | +3.0% | +4.4% | +5.3% |
| 1Y | +17.4% | +31.2% | -13.8% | +9.9% |
| 3Y | +429.1% | +21.8% | +407.3% | +381.7% |
| 5Y | +418.8% | -35.0% | +453.7% | +465.5% |
| All | +396.5% | +105.2% | +291.3% | +252.8% |
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