+890.1%
TTMI vs DTE
+43.4%
+846.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +3.6% |
| 7D | +0.7% | -2.6% | +3.2% | +1.2% |
| 30D | -8.4% | -4.4% | -4.0% | -7.6% |
| 3M | -32.5% | -8.3% | -24.1% | -31.6% |
| 6M | +32.5% | -8.1% | +40.6% | +34.1% |
| YTD | +83.2% | +4.4% | +78.8% | +79.7% |
| 1Y | +161.7% | +0.2% | +161.5% | +158.7% |
| 3Y | +890.1% | +42.6% | +847.5% | +724.1% |
| All | +890.1% | +43.4% | +846.7% | +724.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling