+415.6%
TT vs ALC
+31.8%
+383.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +3.2% |
| 7D | -2.0% | +4.9% | -6.9% | -4.0% |
| 30D | -14.0% | +19.0% | -33.0% | -20.0% |
| 3M | -15.9% | +7.8% | -23.6% | -18.8% |
| 6M | -17.3% | +14.6% | -31.9% | -22.6% |
| YTD | +4.0% | -4.4% | +8.4% | +4.0% |
| 1Y | -7.1% | +1.4% | -8.5% | -9.7% |
| 3Y | +90.2% | +2.5% | +87.7% | +78.5% |
| 5Y | +131.1% | -10.9% | +142.0% | +127.5% |
| All | +415.6% | +31.8% | +383.8% | +286.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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