+132.3%
TT vs ALLE
+51.6%
+80.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.9% |
| 7D | +4.0% | +3.6% | +0.5% | +2.3% |
| 30D | -11.3% | +25.9% | -37.2% | -21.8% |
| 3M | -12.3% | +15.8% | -28.0% | -19.2% |
| 6M | -10.8% | +48.1% | -58.9% | -28.7% |
| YTD | +8.2% | +22.0% | -13.8% | -4.6% |
| 1Y | +1.5% | +18.0% | -16.6% | -8.8% |
| 3Y | +91.5% | +93.1% | -1.6% | +21.5% |
| All | +132.3% | +51.6% | +80.7% | +70.1% |
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