-53.3%
TTMI vs DRI
+17.5%
-70.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.4% |
| 7D | +22.6% | -0.3% | +22.9% | +22.2% |
| 30D | -34.3% | +10.8% | -45.1% | -30.0% |
| 3M | -44.8% | +0.9% | -45.7% | -43.2% |
| 6M | -53.3% | +16.3% | -69.6% | -48.1% |
| All | -53.3% | +17.5% | -70.8% | -48.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling