+147.5%
TTMI vs DG
+20.1%
+127.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.6% |
| 7D | +6.0% | -6.3% | +12.3% | +5.9% |
| 30D | -6.4% | +2.4% | -8.9% | -6.4% |
| 3M | -28.9% | +12.4% | -41.3% | -30.2% |
| 6M | +26.9% | -14.9% | +41.8% | +34.8% |
| YTD | +77.3% | -6.1% | +83.4% | +83.1% |
| 1Y | +147.5% | +17.9% | +129.6% | +141.6% |
| All | +147.5% | +20.1% | +127.4% | +141.6% |
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