+580.5%
TTMI vs DG
+617.0%
-36.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.8% |
| 7D | +22.6% | -2.5% | +25.1% | +23.1% |
| 30D | -34.3% | +7.7% | -42.0% | -35.7% |
| 3M | -44.8% | +13.1% | -57.9% | -46.6% |
| 6M | -53.3% | +32.0% | -85.3% | -56.7% |
| YTD | +10.6% | +3.3% | +7.2% | +7.6% |
| 1Y | +8.2% | +31.7% | -23.5% | -0.1% |
| 3Y | +435.7% | +21.7% | +414.0% | +380.2% |
| 5Y | +434.2% | -34.7% | +468.9% | +460.0% |
| 10Y | +426.4% | +106.7% | +319.7% | +289.6% |
| All | +580.5% | +617.0% | -36.6% | +201.6% |
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 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