+33.9%
ALNY vs TTMI
+830.4%
-796.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | +0.2% |
| 7D | -6.5% | +0.7% | -7.2% | -6.6% |
| 30D | +11.0% | -8.4% | +19.5% | +11.6% |
| 3M | -14.1% | -32.5% | +18.4% | -10.8% |
| 6M | -22.4% | +32.5% | -54.9% | -27.9% |
| YTD | -37.5% | +83.2% | -120.7% | -45.6% |
| 1Y | -46.9% | +161.7% | -208.6% | -57.5% |
| 3Y | +22.1% | +890.1% | -868.1% | -32.9% |
| All | +33.9% | +830.4% | -796.5% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling