+147.5%
TTMI vs DT
+1.8%
+145.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.2% | -1.1% |
| 7D | +6.0% | -2.5% | +8.6% | +5.4% |
| 30D | -6.4% | +3.5% | -10.0% | -5.2% |
| 3M | -28.9% | +26.7% | -55.6% | -23.1% |
| 6M | +26.9% | +36.1% | -9.3% | +42.3% |
| YTD | +77.3% | +18.6% | +58.7% | +104.3% |
| 1Y | +147.5% | +7.9% | +139.6% | +194.9% |
| All | +147.5% | +1.8% | +145.7% | +194.9% |
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