+146.0%
TT vs ALC
-16.0%
+162.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.3% |
| 7D | -0.2% | -2.1% | +1.9% | +0.5% |
| 30D | -7.4% | -0.1% | -7.3% | -7.4% |
| 3M | -3.2% | +5.9% | -9.1% | -5.4% |
| 6M | +1.1% | -15.9% | +17.0% | +6.8% |
| YTD | +15.6% | -10.1% | +25.7% | +18.7% |
| 1Y | +9.2% | -10.2% | +19.4% | +11.9% |
| 3Y | +124.4% | -13.6% | +137.9% | +128.4% |
| All | +146.0% | -16.0% | +162.0% | +141.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling