+127.9%
TT vs ALLE
+49.9%
+78.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.8% |
| 7D | -2.0% | -0.6% | -1.4% | -1.8% |
| 30D | -14.0% | +25.3% | -39.4% | -24.2% |
| 3M | -15.9% | +10.3% | -26.2% | -20.6% |
| 6M | -17.3% | +38.0% | -55.4% | -31.5% |
| YTD | +4.0% | +17.8% | -13.8% | -6.7% |
| 1Y | -7.1% | +13.6% | -20.7% | -15.0% |
| 3Y | +90.2% | +89.2% | +1.0% | +21.4% |
| All | +127.9% | +49.9% | +78.0% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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