+172.6%
TTMI vs DT
+4.0%
+168.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.6% | +10.5% | +8.4% |
| 7D | +5.9% | -3.3% | +9.2% | +5.0% |
| 30D | -4.3% | +2.0% | -6.3% | -3.3% |
| 3M | -32.0% | +20.0% | -52.0% | -27.4% |
| 6M | +19.5% | +39.3% | -19.8% | +34.5% |
| YTD | +82.0% | +19.8% | +62.3% | +108.5% |
| 1Y | +172.6% | +4.3% | +168.3% | +217.3% |
| All | +172.6% | +4.0% | +168.6% | +217.3% |
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