-2.2%
TT vs ALC
+0.5%
-2.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | 0.0% |
| 7D | +0.8% | +2.3% | -1.5% | +0.9% |
| 30D | -11.8% | +15.5% | -27.3% | -12.0% |
| 3M | -11.6% | +0.6% | -12.2% | -10.8% |
| 6M | -9.3% | +18.4% | -27.7% | -10.0% |
| YTD | +8.9% | -5.6% | +14.5% | +11.2% |
| 1Y | -2.2% | 0.0% | -2.3% | -1.7% |
| All | -2.2% | +0.5% | -2.8% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling