+369.5%
ALAB vs TTMI
+804.4%
-435.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.4% | -1.0% | +0.1% |
| 7D | -6.2% | +0.7% | -6.8% | -6.9% |
| 30D | -8.7% | -8.4% | -0.2% | -3.8% |
| 3M | -20.7% | -32.5% | +11.7% | +1.6% |
| 6M | +133.5% | +32.5% | +101.0% | +94.8% |
| YTD | +75.1% | +83.2% | -8.2% | +14.4% |
| 1Y | +25.0% | +161.7% | -136.6% | -37.3% |
| All | +369.5% | +804.4% | -435.0% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 10y: compounded portfolio wealth divided by compounded TTMI 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…
10y analysis · Full analysis span regression · 6 months rolling