+400.4%
ALAB vs TTMI
+798.4%
-398.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +8.8% | +0.9% | +3.7% |
| 7D | +7.2% | +5.9% | +1.4% | +3.3% |
| 30D | -2.5% | -4.3% | +1.8% | -0.1% |
| 3M | -13.3% | -32.0% | +18.7% | +11.7% |
| 6M | +172.8% | +19.5% | +153.4% | +140.7% |
| YTD | +86.6% | +82.0% | +4.6% | +22.9% |
| 1Y | +65.2% | +172.6% | -107.5% | -19.4% |
| All | +400.4% | +798.4% | -398.0% | -1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling