+10.7%
TTMI vs DT
-5.1%
+15.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.5% | -9.6% | -10.2% |
| 7D | -19.2% | -25.5% | +6.3% | -24.5% |
| 30D | -44.9% | -22.3% | -22.6% | -47.8% |
| 3M | -44.7% | +2.3% | -47.1% | -42.1% |
| 6M | -53.4% | +20.7% | -74.1% | -47.7% |
| YTD | +6.3% | +7.9% | -1.6% | +23.3% |
| 1Y | +10.7% | -5.7% | +16.4% | +34.7% |
| All | +10.7% | -5.1% | +15.8% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling