+434.2%
TTMI vs DT
-39.3%
+473.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.5% | -4.6% | -3.3% |
| 7D | +22.6% | +2.7% | +19.9% | +22.1% |
| 30D | -34.3% | -30.4% | -3.9% | -30.4% |
| 3M | -44.8% | -9.4% | -35.4% | -43.9% |
| 6M | -53.3% | +14.5% | -67.8% | -55.0% |
| YTD | +10.6% | +3.6% | +7.0% | +7.9% |
| 1Y | +8.2% | -3.4% | +11.6% | +7.7% |
| 3Y | +435.7% | -11.1% | +446.8% | +436.5% |
| 5Y | +434.2% | -39.5% | +473.6% | +412.7% |
| All | +434.2% | -39.3% | +473.5% | +412.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling