+443.1%
TTMI vs DRI
+3,272.0%
-2,828.9%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.4% | +9.1% |
| 7D | +5.9% | +0.6% | +5.3% | +5.6% |
| 30D | -4.3% | +3.8% | -8.1% | -6.0% |
| 3M | -32.0% | +13.0% | -45.1% | -36.1% |
| 6M | +19.5% | +8.3% | +11.1% | +14.3% |
| YTD | +82.0% | +20.6% | +61.4% | +65.8% |
| 1Y | +172.6% | +6.5% | +166.2% | +160.0% |
| 3Y | +744.7% | +53.7% | +690.9% | +580.9% |
| 5Y | +805.6% | +72.7% | +732.9% | +583.1% |
| 10Y | +1,057.6% | +363.2% | +694.5% | +392.1% |
| All | +443.1% | +3,272.0% | -2,828.9% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling