+125.7%
TT vs ALLE
+51.8%
+73.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.9% | -1.5% | -3.0% |
| 7D | -9.0% | 0.0% | -9.0% | -9.0% |
| 30D | -17.6% | +20.6% | -38.2% | -25.8% |
| 3M | -18.7% | +11.4% | -30.1% | -23.6% |
| 6M | -17.4% | +42.5% | -60.0% | -32.7% |
| YTD | +1.5% | +18.9% | -17.3% | -9.3% |
| 1Y | -9.4% | +14.2% | -23.6% | -17.2% |
| 3Y | +85.1% | +90.7% | -5.6% | +17.7% |
| 5Y | +125.7% | +52.5% | +73.3% | +65.7% |
| All | +125.7% | +51.8% | +73.9% | +65.7% |
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