+437.3%
TTMI vs DTE
+1,175.5%
-738.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.9% | -3.1% | -3.5% |
| 7D | +7.5% | 0.0% | +7.5% | +7.5% |
| 30D | -4.5% | -0.5% | -4.0% | -4.1% |
| 3M | -28.5% | -6.0% | -22.5% | -26.5% |
| 6M | +28.4% | -7.2% | +35.6% | +32.7% |
| YTD | +80.1% | +7.2% | +72.9% | +72.1% |
| 1Y | +161.0% | +4.1% | +157.0% | +152.9% |
| 3Y | +862.4% | +46.9% | +815.6% | +655.3% |
| 5Y | +812.9% | +32.9% | +780.0% | +649.1% |
| 10Y | +1,094.7% | +144.5% | +950.2% | +543.6% |
| All | +437.3% | +1,175.5% | -738.2% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling