+403.6%
TT vs ALC
+34.7%
+369.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.0% |
| 7D | -9.0% | +7.6% | -16.6% | -11.6% |
| 30D | -17.6% | +21.1% | -38.8% | -23.9% |
| 3M | -18.7% | +8.5% | -27.1% | -21.7% |
| 6M | -17.4% | +2.8% | -20.2% | -19.5% |
| YTD | +1.5% | -2.4% | +3.9% | +0.8% |
| 1Y | -9.4% | +3.5% | -12.9% | -12.5% |
| 3Y | +85.1% | +4.2% | +80.9% | +72.8% |
| 5Y | +125.7% | -9.0% | +134.7% | +120.5% |
| All | +403.6% | +34.7% | +369.0% | +274.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling