+1,101.8%
TT vs ALLE
+344.1%
+757.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.4% | -2.7% |
| 7D | -8.5% | +6.7% | -15.1% | -11.9% |
| 30D | -12.8% | +25.4% | -38.2% | -24.2% |
| 3M | -12.9% | +16.9% | -29.8% | -21.3% |
| 6M | -15.2% | +46.6% | -61.8% | -33.4% |
| YTD | +6.2% | +22.4% | -16.2% | -8.0% |
| 1Y | -4.5% | +17.7% | -22.3% | -15.4% |
| 3Y | +93.6% | +96.3% | -2.8% | +21.5% |
| 5Y | +141.1% | +57.4% | +83.7% | +71.2% |
| 10Y | +796.8% | +241.0% | +555.7% | +298.6% |
| All | +1,101.8% | +344.1% | +757.7% | +375.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling