+1,094.7%
TTMI vs DRI
+348.4%
+746.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -3.4% |
| 7D | +7.5% | -4.8% | +12.3% | +9.2% |
| 30D | -4.5% | -3.9% | -0.6% | -3.4% |
| 3M | -28.5% | +5.1% | -33.6% | -30.3% |
| 6M | +28.4% | +5.5% | +22.9% | +24.8% |
| YTD | +80.1% | +16.5% | +63.6% | +68.6% |
| 1Y | +161.0% | +2.0% | +159.0% | +154.7% |
| 3Y | +862.4% | +54.5% | +807.9% | +702.3% |
| 5Y | +812.9% | +66.6% | +746.3% | +631.4% |
| 10Y | +1,094.7% | +353.6% | +741.1% | +532.5% |
| All | +1,094.7% | +348.4% | +746.3% | +532.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling