+843.5%
TTMI vs DRI
+70.3%
+773.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +3.6% |
| 7D | +12.2% | -1.2% | +13.4% | +12.5% |
| 30D | -5.7% | -0.4% | -5.3% | -5.8% |
| 3M | -27.5% | +9.5% | -37.0% | -30.3% |
| 6M | +47.1% | +6.5% | +40.7% | +42.6% |
| YTD | +87.5% | +18.4% | +69.0% | +73.6% |
| 1Y | +175.2% | +4.2% | +171.0% | +166.2% |
| 3Y | +901.9% | +57.1% | +844.9% | +704.7% |
| 5Y | +843.5% | +70.4% | +773.1% | +601.9% |
| All | +843.5% | +70.3% | +773.1% | +601.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling