+10.7%
TTMI vs DTE
+5.6%
+5.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.4% | -12.5% | -9.5% |
| 7D | -19.2% | +4.2% | -23.4% | -18.5% |
| 30D | -44.9% | +10.0% | -54.9% | -44.9% |
| 3M | -44.7% | -2.1% | -42.7% | -43.0% |
| 6M | -53.4% | -4.7% | -48.7% | -52.2% |
| YTD | +6.3% | +9.3% | -3.0% | -5.8% |
| 1Y | +10.7% | +6.6% | +4.1% | -0.1% |
| All | +10.7% | +5.6% | +5.1% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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