+802.2%
TTMI vs DG
-39.4%
+841.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.5% |
| 7D | +6.0% | -6.3% | +12.3% | +6.3% |
| 30D | -6.4% | +2.4% | -8.9% | -6.6% |
| 3M | -28.9% | +12.4% | -41.3% | -29.7% |
| 6M | +26.9% | -14.9% | +41.8% | +28.4% |
| YTD | +77.3% | -6.1% | +83.4% | +78.0% |
| 1Y | +147.5% | +17.9% | +129.6% | +143.9% |
| 3Y | +847.6% | +3.1% | +844.5% | +845.2% |
| 5Y | +802.2% | -38.7% | +840.9% | +906.8% |
| All | +802.2% | -39.4% | +841.6% | +906.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling