+474.8%
TT vs ALC
+24.0%
+450.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.5% |
| 7D | -0.2% | -2.1% | +1.9% | +0.6% |
| 30D | -7.4% | -0.1% | -7.3% | -7.5% |
| 3M | -3.2% | +5.9% | -9.1% | -5.9% |
| 6M | +1.1% | -15.9% | +17.0% | +7.5% |
| YTD | +15.6% | -10.1% | +25.7% | +19.1% |
| 1Y | +9.2% | -10.2% | +19.4% | +12.1% |
| 3Y | +124.4% | -13.6% | +137.9% | +128.6% |
| 5Y | +138.0% | -15.1% | +153.1% | +139.3% |
| All | +474.8% | +24.0% | +450.8% | +343.9% |
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