+437.3%
TTMI vs DGX
+1,146.9%
-709.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | +7.5% | -2.2% | +9.7% | +8.3% |
| 30D | -4.5% | -0.9% | -3.6% | -4.3% |
| 3M | -28.5% | +15.6% | -44.1% | -33.0% |
| 6M | +28.4% | +17.8% | +10.6% | +18.8% |
| YTD | +80.1% | +37.5% | +42.6% | +56.4% |
| 1Y | +161.0% | +31.2% | +129.9% | +130.0% |
| 3Y | +862.4% | +96.6% | +765.8% | +603.3% |
| 5Y | +812.9% | +64.9% | +748.0% | +607.0% |
| 10Y | +1,094.7% | +254.6% | +840.1% | +559.3% |
| All | +437.3% | +1,146.9% | -709.6% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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