+1,020.4%
TTMI vs DG
+606.1%
+414.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.5% | +7.4% | +8.6% |
| 7D | +5.9% | +8.4% | -2.5% | +4.3% |
| 30D | -4.3% | +4.9% | -9.2% | -5.2% |
| 3M | -32.0% | +29.3% | -61.4% | -35.9% |
| 6M | +19.5% | -11.3% | +30.7% | +21.3% |
| YTD | +82.0% | +1.8% | +80.3% | +79.5% |
| 1Y | +172.6% | +25.3% | +147.3% | +156.3% |
| 3Y | +744.7% | +9.1% | +735.6% | +685.1% |
| 5Y | +805.6% | -34.9% | +840.4% | +857.4% |
| 10Y | +1,057.6% | +108.2% | +949.5% | +762.4% |
| All | +1,020.4% | +606.1% | +414.4% | +403.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling